A method for finding the optimal decision rule for a policy holder of an insurance with a bonus system
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1973.10414968
Reference3 articles.
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1. Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework;Journal of Computational and Applied Mathematics;2020-04
2. Delay-Dependent Robust Stability Analysis for Premium-Reserve Models in an Arbitrary Regime Switching Discrete-Time Framework;ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering;2019-06
3. Robust Analysis for Premium-Reserve Models in a Stochastic Nonlinear Discrete-Time Varying Framework;SSRN Electronic Journal;2018
4. Optimal investment for insurer with jump-diffusion risk process;Insurance: Mathematics and Economics;2005-12
5. Optimal control of risk exposure, reinsurance and investments for insurance portfolios;Insurance: Mathematics and Economics;2004-08
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