Discrete-Time Insurance Models

IF 0.2 Q4 MATHEMATICS

Moscow University Mathematics Bulletin Pub Date : 2024-03-24 DOI:10.3103/s0027132223060025

E. V. Bulinskaya

引用次数: 0

Abstract

Two discrete-time insurance models are considered. The first model studies nonproportional reinsurance and bank loans. For this model, we establish the optimal control and stability to small fluctuation of parameters and perturbation of random variables distributions describing the model. The second model is dual and the ruin probabilities are compared under assumption that the gains distributions satisfy one of four partial orders.

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离散时间保险模型

摘要本文考虑了两个离散时间保险模型。第一个模型研究非比例再保险和银行贷款。对于该模型，我们建立了最优控制，以及对模型参数的微小波动和随机变量分布扰动的稳定性。第二个模型是二元模型，在假设收益分配满足四个偏序之一的情况下，对毁损概率进行比较。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Moscow University Mathematics Bulletin MATHEMATICS-

CiteScore

0.60

自引率

25.00%

发文量

期刊介绍： Moscow University Mathematics Bulletin is the journal of scientific publications reflecting the most important areas of mathematical studies at Lomonosov Moscow State University. The journal covers research in theory of functions, functional analysis, algebra, geometry, topology, ordinary and partial differential equations, probability theory, stochastic processes, mathematical statistics, optimal control, number theory, mathematical logic, theory of algorithms, discrete mathematics and computational mathematics.