Zobrazeno 1 - 7
of 7
pro vyhledávání: '"B. V. Slavko"'
Publikováno v:
Computational Mathematics and Mathematical Physics. 60:1621-1641
A collective pension insurance (life annuity) model is investigated in the case of risk-free investments, i.e., when the whole surplus of an insurance company at each time is invested in risk-free asset (bank account). This strategy is compared with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::97d6693cfe2cb1666040a2879041c3e3
https://doi.org/10.1134/s096554252010005x
https://doi.org/10.1134/s096554252010005x
Publikováno v:
Computational Mathematics and Mathematical Physics. 59:1904-1927
The survival probability of an insurance company in a collective pension insurance model (so-called dual risk model) is investigated in the case when the whole surplus (or its fixed fraction) is invested in risky assets, which are modeled by a geomet
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::73614d5df21ccba4bc473165b6cc7fd7
https://doi.org/10.1134/s0965542519110022
https://doi.org/10.1134/s0965542519110022
Publikováno v:
Analytical and Computational Methods in Probability Theory ISBN: 9783319715032
ACMPT
ACMPT
We study the life annuity insurance model when simple investment strategies (SISs) of the two types are used: risky investments and risk-free ones. According to a SIS of the first type, the insurance company invests a constant positive part of its su
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f71d5c9d4a6b5877e25eed61cd5013c
https://doi.org/10.1007/978-3-319-71504-9_21
https://doi.org/10.1007/978-3-319-71504-9_21
Autor:
Belolipetskiy, A. A., Sychev, A. A.
Publikováno v:
Computational Mathematics & Modeling; Jul2021, Vol. 32 Issue 3, p259-275, 17p
Publikováno v:
Computational Mathematics & Mathematical Physics; 2020, Vol. 60 Issue 10, p1621-1641, 21p
Publikováno v:
Computational Mathematics & Mathematical Physics; Nov2019, Vol. 59 Issue 11, p1904-1927, 24p
This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presente