On rational pricing for a profit-seeking insurer in the year of hard market

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      <subfield code="a">Malinovskii, Vsevolod K.</subfield>
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      <subfield code="a">On rational pricing for a profit-seeking insurer in the year of hard market</subfield>
      <subfield code="c">Vsevolod K. Malinovskii</subfield>
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      <subfield code="a">The aim of this paper is to examine rational pricing of a profit-seeking insurer carrying on its business when underwriting cycle is in its upper phase. We focus on migration of insureds wishing to get the same services at a lower price. We investigate pricing which maximizes the insurer¿s intrinsic value linked to its attractiveness for investors, provided that its solvency position is fixed. The main tool in this paper is explicit bounds on ruin capital in Lundberg risk model with migration. Written in terms of elementary functions, they make the solution straightforward.</subfield>
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      <subfield code="w">MAP20077100574</subfield>
      <subfield code="t">Insurance : mathematics and economics</subfield>
      <subfield code="d">Oxford : Elsevier, 1990-</subfield>
      <subfield code="x">0167-6687</subfield>
      <subfield code="g">04/05/2015 Volumen 62 - mayo 2015 </subfield>
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      <subfield code="y">MÁS INFORMACIÓN</subfield>
      <subfield code="u">mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A</subfield>
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