EconPapers    
Economics at your fingertips  
 

Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk

V. K. Malinovskii

Annals of Actuarial Science, 2007, vol. 2, issue 2, 349-367

Abstract: This paper is intended to illustrate the adaptive control approach in insurance. A zone-adaptive control strategy harmonising the requirements of principles of solvency and equity is considered in the simplistic framework of a diffusion multiperiodic risk model. Other works by the author set similar adaptive control strategies in a more realistic Poisson-exponential multiperiodic risk model. There is much scope for further generalisations.

Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (4) Track citations by RSS feed

Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:anacsi:v:2:y:2007:i:02:p:349-367_00

Access Statistics for this article

More articles in Annals of Actuarial Science from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing (csjnls@cambridge.org).

 
Page updated 2023-03-05
Handle: RePEc:cup:anacsi:v:2:y:2007:i:02:p:349-367_00