Risk theory insight into a zone-adaptive control strategy

DOI10.1016/J.INSMATHECO.2007.07.003MaRDI QIDQ998280zbMATHOpenAlexFDO

Authors Vsevolod K. Malinovskii

Publication date 28 January 2009

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2007.07.003

zbMATH Keywords

adaptive controlclassical risk modelequitysolvencymultiperiodic insurance process

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
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• scientific article; zbMATH DE number 3176961 (Why is no real title available?)
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• scientific article; zbMATH DE number 735228 (Why is no real title available?)
• scientific article; zbMATH DE number 819734 (Why is no real title available?)
• scientific article; zbMATH DE number 3301915 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• Adaptive control strategies and dependence of finite time ruin on the premium loading
• Approximations for the probability of ruin within finite time
• Estimation of ruin probabilities

Cited in

(7)

• An adaptive premium policy with a Bayesian motivation in the classical risk model
• Annual intrinsic value of a company in a competitive insurance market
• Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk
• Level premium rates as a function of initial capital
• Scenario analysis for a multi-period diffusion model of risk
• Equitable solvent controls in a multi-period game model of risk
• Adaptive control strategies and dependence of finite time ruin on the premium loading

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