MAP20150040367 Albrecher, Hansjoerg Dividends and the time of ruin under barrier strategies with a capital-exchange agreement / Hansjoerg Albrecher, Volkmar Lautscham Sumario: We 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. En: Anales del Instituto de Actuarios Españoles : Colegio Profesional. - Madrid : Instituto de Actuarios Españoles, 1943-. - 03/12/2015 Número 21 Epoca 3ª época - 2015 , p. 1-30 1. Simulación Monte Carlo . 2. Empresas de seguros . 3. Probabilidad de ruina . 4. Estrategia empresarial . 5. Capitalización . 6. Operaciones de pago . I. Título.
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