Level premium rates as a function of initial capital

Vsevolod K. Malinovskii

Insurance: Mathematics and Economics, 2013, vol. 52, issue 2, 370-380

Abstract: 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.

Keywords: Annual probability mechanisms of insurance; Ruin within finite time; Level premium rate; Level initial capital (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:52:y:2013:i:2:p:370-380

DOI: 10.1016/j.insmatheco.2013.02.001

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