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~language:"eng"
~subject:"Andersen's model"
~subject:"Annual probability mechanisms of insurance"
~subject:"Asymptotic bounds"
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Andersen's model
Annual probability mechanisms of insurance
Asymptotic bounds
Theorie
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Theory
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Risk model
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Insurance
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Insurance market
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Price competition
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Versicherungsbeitrag
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diffusion model of risk
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level initial capital
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level premium rate
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Actuarial mathematics
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Annual insurer’s intrinsic value
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Business model
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Business planning
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European insurance law
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Finanzmathematik
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Malinovskii, Vsevolod K.
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Kosova, Ksenia O.
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Insurance / Mathematics & economics
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Annual intrinsic value of a company in a competitive insurance market
Malinovskii, Vsevolod K.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 310-318
Persistent link: https://www.econbiz.de/10010366160
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2
Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk
Malinovskii, Vsevolod K.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 301-309
Persistent link: https://www.econbiz.de/10010366161
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3
Simulation analysis of ruin capital in Sparre Andersen's model of risk
Malinovskii, Vsevolod K.
;
Kosova, Ksenia O.
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 184-193
Persistent link: https://www.econbiz.de/10010469136
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