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084014 (M31) Extensions of the negative binomial model for bonus-malus systems : Wolfstein A., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 723–754


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
163 KB
Volume
19
Category
Article
ISSN
0167-6687

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084012 (M30) The zero utility principle
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## 261 the criterion for optimality to minimizing the probability of ruin, either in discrete or continuous time. They investigate this problem through a series of case studies based on a real portfolio. Keyword~: reinsurance, optimal retention levels, finite time ruin, translated gamma process.