Under the assumption of an upper reflecting barrier, the net single premium of a dynamic solvency insurance contract is considered. Some properties are derived by means of integral and integral- differential equations. This premium is derived in a particular case. Furthermore, the dividends expected present value is considered and the equations fulfilled are derived with some properties
A combined optimal dividend/reinsurance problem with two types of insurance claims, namely the expec...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
In questa tesi viene descritta un'idea per il pricing delle opzioni barriera, un tipo di opzione eso...
In the framework of collective risk theory models, the dynamic solvency insurance contract is studi...
In the collective risk theory framework we consider a model in which the reserve earns interest at a...
This paper refers to the classical collective risk theory model, mod-ified by the inclusion of a dou...
This paper evaluates the dividend payments for general claim size distributions in the presence of a...
Nella prima parte del nostro lavoro, il surplus di una compagnia d’assicurazione è modellizzato come...
The risk model with interclaim-dependent claim sizes proposed by Boudreault et al. [Boudreault, M....
The process of free reserves in a non-life insurance portfolio as defined in the classical model of ...
In this paper we consider the problem of finding optimal dynamic premium policies in non-life insura...
In this paper we consider two-dimensional risk models where the claim counting processes of the two...
The optimal dividend problem proposed by de Finetti [de Finetti, B., 1957. Su un?impostazione altern...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
The optimal dividend problem is a classic problem in corporate finance though an early contribution ...
A combined optimal dividend/reinsurance problem with two types of insurance claims, namely the expec...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
In questa tesi viene descritta un'idea per il pricing delle opzioni barriera, un tipo di opzione eso...
In the framework of collective risk theory models, the dynamic solvency insurance contract is studi...
In the collective risk theory framework we consider a model in which the reserve earns interest at a...
This paper refers to the classical collective risk theory model, mod-ified by the inclusion of a dou...
This paper evaluates the dividend payments for general claim size distributions in the presence of a...
Nella prima parte del nostro lavoro, il surplus di una compagnia d’assicurazione è modellizzato come...
The risk model with interclaim-dependent claim sizes proposed by Boudreault et al. [Boudreault, M....
The process of free reserves in a non-life insurance portfolio as defined in the classical model of ...
In this paper we consider the problem of finding optimal dynamic premium policies in non-life insura...
In this paper we consider two-dimensional risk models where the claim counting processes of the two...
The optimal dividend problem proposed by de Finetti [de Finetti, B., 1957. Su un?impostazione altern...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
The optimal dividend problem is a classic problem in corporate finance though an early contribution ...
A combined optimal dividend/reinsurance problem with two types of insurance claims, namely the expec...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
In questa tesi viene descritta un'idea per il pricing delle opzioni barriera, un tipo di opzione eso...
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