Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk
2007 ◽
Vol 2
(2)
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pp. 349-367
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Keyword(s):
ABSTRACTThis 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.
1998 ◽
Vol 1634
(1)
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pp. 123-129
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2014 ◽
Vol 29
(5)
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pp. 639-652
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Keyword(s):
2010 ◽
Vol 44-47
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pp. 1470-1475
2017 ◽
Vol 2017
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pp. 1-8
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Keyword(s):