✦ LIBER ✦

On a Stochastic Model in Insurance

✍ Scribed by S. Ramasubramanian

Publisher: Indian Academy of Sciences
Year: 2006
Tongue: English
Weight: 863 KB
Volume: 11
Category: Article
ISSN: 0971-8044
DOI: 10.1007/bf02835675

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

14. Stochastic models : Stochastic probl

14. Stochastic models : Stochastic problems in insurance mathematics

✍ J.I. Teugels 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 74 KB

073056 (E50) - On stochastic insurance c

073056 (E50) - On stochastic insurance company models

✍ T. Pentikôinen; H. Bonsdorff; M. Pesonen; T. Pukkila; A. Ranne; J. Rantala; M. R 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 103 KB

A stochastic interest model with an appl

A stochastic interest model with an application to insurance

✍ Hans M. Dietz 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 904 KB

Modeling financial reinsurance in the ca

Modeling financial reinsurance in the casualty insurance business via stochastic programming

✍ Petter E. de Lange; Stein-Erik Fleten; Alexei A. Gaivoronski 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 352 KB

In this paper, we examine the rationale for ÿnancial reinsurance in the casualty insurance business. As opposed to regular reinsurance, ÿnancial reinsurance refers to an investment strategy that uses the ÿnancial markets to hedge insurance risk. The casualty insurer takes positions in derivatives on

On life insurance reserves in a stochast

On life insurance reserves in a stochastic mortality and interest rates environment

✍ Etienne Marceau; Patrice Gaillardetz 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 240 KB

The calculation of the reserves in a stochastic mortality and interest rates environment for a general portfolio of life insurance policies is examined. The first two moments of the prospective loss random variable for the general portfolio are derived. A Monte Carlo simulation method is used to est

Measuring upselling potential of life in

Measuring upselling potential of life insurance customers: Application of a stochastic frontier model

✍ Byung-Do Kim; Sun-Ok Kim 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 146 KB

How much more of a service or product can we potentially sell to a customer? Recognizing the effect of selling inefficiency on upselling potential, this article offers a concept of upselling potential that is different from that currently in use and introduces a methodology for calculating customer-