کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5076753 | 1374100 | 2012 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Alarm system for insurance companies: A strategy for capital allocation
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
⺠An insurance company is required to keep capital for claim settlement. This work proposes a structure for alarm system based on modeled claim pattern that would facilitate starting with smaller initial capital and appropriately augmenting it at suitable 'alarm' times. ⺠Such alarm system naturally provides investment flexibility to investors in insurance firms. ⺠The work shows empirically as well as through theoretical bounds computed that the alarm system may be more effective in terms of reducing chance of ruin under certain interest regimes and for a fixed initial capital.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 51, Issue 1, July 2012, Pages 53-65
Journal: Insurance: Mathematics and Economics - Volume 51, Issue 1, July 2012, Pages 53-65
نویسندگان
S. Das, M. Kratz,