Zobrazeno 1 - 3
of 3
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
