Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process
type: Item
instance of: scholarly article
title: Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process
zbMATH Open document ID: 0693.62088
DOI: 10.1016/0167-6687(90)90013-4
author: Sidney Browne
published in: Insurance Mathematics \& Economics
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 4135273
zbMATH Keywords: ruin times
zbMATH Keywords: index policies
zbMATH Keywords: funds
zbMATH Keywords: initial reserve
zbMATH Keywords: premium rates
zbMATH Keywords: claims processes
zbMATH Keywords: superclaims
zbMATH Keywords: optimal policy
MaRDI profile type: MaRDI publication profile
full work available at URL: 0167-6687(90)90013-4
OpenAlex ID: W1992689578
cites work: Q5511744
cites work: Q3900799
cites work: Q5592832
cites work: Q4172681
cites work: Q3221798
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description: scientific article; zbMATH DE number 4135273