| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076585 | Insurance: Mathematics and Economics | 2014 | 19 Pages |
Abstract
In this paper we analyze a measure of the insurance company's value in an extended Lundberg model which includes the effect of competition on pricing. The extended model is designed to be an integral part of a multi-year controlled risk model of a company operating on both competitive insurance and financial markets, when insureds migrate in seeking for better rates and investors migrate in seeking for higher return on investments.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Vsevolod K. Malinovskii,