Level premium rates as a function of initial capital

In Malinovskii (2012), level premium rate and level initial capital were used to construct solvent and equitable strategies in a multi-period game model of risk. Focused there was the level initial capital regarded as a function of the annual premium rate. With the prospective goal to study adaptive control strategies on falling competitive insurance markets, in this paper we focus on the level premium rate regarded as a function of initial capital.

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Year of publication:	2013
Authors:	Malinovskii, Vsevolod K.
Published in:	Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 52.2013, 2, p. 370-380
Publisher:	Elsevier
Subject:	Annual probability mechanisms of insurance \| Ruin within finite time \| Level premium rate \| Level initial capital

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011046671