We examine a risk model accompanying n classes of business accompanying claim considering Poisson processes. We assume that the profits command a price of by way of the presence of a indicating superior barrier and, to prevent ruin, we contemplate vital solvency security contracts that believe a given description momentary of ruin. We express a fairly accepted model and, under miscellaneous assumptions, we find the equatings completed apiece discounted profit fees and by the net sole premium of active richness insurance. We support unambiguous solutions in the exemption based on circumstances of aggressive allocation and numerical models to focal point the effect of some limits’ difference on the values of the ignored advantage of profit payments.
Author(s) Details:
Ester C. Lari,
Department of Economics and Business Studies, University of Genoa, Genoa, Italy.
Marina Ravera,
Department of Economics and Business Studies, University of Genoa, Genoa, Italy.
Maria-Laura Torrente,
Department of Economics and Business Studies, University of Genoa, Genoa, Italy.
Please see the link here: https://stm.bookpi.org/CABEF-V7/article/view/9242
Keywords: Multi-dimensional risk models, dynamic solvency insurance, dividends, barrier strategy, integro-differential equations
