Matkakertomukset 2024
Vuoden 2024 matkakertomukset.
Abstract
The paper presents applications of stochastic control theory in determining an insurer's optimalreinsurance and rating policy. Optimality is defined by means of such variances of such variables as underwriting results, solvency margins and premiums paid by the policyholders.
| Kirjoittaja(t) | Rantala J. |
|---|---|
| Artikkelin otsikko | On experience rating and optimal reinsurance |
| Lehti | ASTIN Bulletin 1989;19, No.2:153-178 |
| Keywords | optimal reinsurance, control theory, Kalman filter |
| Kieli | englanti |
| Julkaisun tyyppi | artikkeli tiet lehdessä |
