Dividends and the time of ruin under barrier strategies with a capital-exchange agreement
Objetos digitales
| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20150040367 | ||
| 003 | MAP | ||
| 005 | 20151211100731.0 | ||
| 008 | 151209e20151203esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20150020109$aAlbrecher, Hansjoerg | |
| 245 | 1 | 0 | $aDividends and the time of ruin under barrier strategies with a capital-exchange agreement $cHansjoerg Albrecher, Volkmar Lautscham |
| 520 | $aWe consider a capital-exchange agreement, where two insurers recapitalize each other in certain situations with funds they would otherwise use for dividend payments. We derive equations characterizing the expected time of ruin and the expected value of the respective discounted dividends until ruin, if dividends are paid according to a barrier strategy. In a Monte Carlo simulation study we illustrate the potential advantages of this type of collaboration. | ||
| 650 | 4 | $0MAPA20080608606$aSimulación Monte Carlo | |
| 650 | 4 | $0MAPA20080590567$aEmpresas de seguros | |
| 650 | 4 | $0MAPA20080603069$aProbabilidad de ruina | |
| 650 | 4 | $0MAPA20080606091$aEstrategia empresarial | |
| 650 | 4 | $0MAPA20080568245$aCapitalización | |
| 650 | 4 | $0MAPA20090040748$aOperaciones de pago | |
| 773 | 0 | $wMAP20070000012$tAnales del Instituto de Actuarios Españoles : Colegio Profesional$dMadrid : Instituto de Actuarios Españoles, 1943-$g03/12/2015 Número 21 Epoca 3ª época - 2015 , p. 1-30 | |
| 856 | $qapplication/pdf$w1086047$yRecurso electrónico / Electronic resource |