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Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk
Published online by Cambridge University Press: 10 May 2011
Abstract
This paper is intended to illustrate the adaptive control approach in insurance. A zone-adaptive control strategy harmonising the requirements of principles of solvency and equity is considered in the simplistic framework of a diffusion multiperiodic risk model. Other works by the author set similar adaptive control strategies in a more realistic Poisson-exponential multiperiodic risk model. There is much scope for further generalisations.
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- Copyright © Institute and Faculty of Actuaries 2007
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