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Article

Оптимизация размера премии с учетом кривой спроса на страховые услуги

Управление риском. 2015. № 1. С. 52-57.
Голубин А. Ю., Апарина М. Н.
The article provides analytical solutions to the following problems: minimization of initial insurer’s capital under a given ruin probability and maximization of expected utility of the final insurer’s capital. In both cases the insurer can varies the premium size under a prescribed demand function, that is assumed to be either linear or hyperbolic type. The results are illustrated by an example for the case automobile insurance CASCO, based on real data.