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- W2238759166 abstract "The aim of the chapter is optimization of insurance company performance under incomplete information. To this end, we consider the periodic-review model with capital injections and reinsurance studied by the authors in their previous paper for the case of known claim distribution. We investigate the stability of the one-step and multi-step model in terms of the Kantorovich metric. These results are used for obtaining almost optimal policies based on the empirical distributions of underlying processes." @default.
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- W2238759166 date "2018-01-01" @default.
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- W2238759166 title "Insurance Models Under Incomplete Information" @default.
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- W2238759166 doi "https://doi.org/10.1007/978-3-319-76035-3_12" @default.
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