Optimal premium policy of an insurance firm with delay and stochastic interest rate
نویسندگان
چکیده
منابع مشابه
Optimal Premium Policy of an Insurance Firm with Delay and Stochastic Interest Rate
In this paper, we study the optimization problem confronted by an insurance firm whose management can control its cash-balance dynamics by adjusting the underlying premium rate. The firm’s objective is to minimize the total deviation of its cash-balance process to some pre-set target levels by selecting an appropriate premium policy. We study the problem in a general framework assuming the stat...
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ژورنال
عنوان ژورنال: Communications on Stochastic Analysis
سال: 2014
ISSN: 0973-9599
DOI: 10.31390/cosa.8.1.05