Under the assumption of an upper reflecting barrier, the net single premium of a dynamic solvency insurance contract is considered. Some properties are derived by means of integral and integral- differential equations. This premium is derived in a particular case. Furthermore, the dividends expected present value is considered and the equations fulfilled are derived with some properties.
Su un problema a doppia barriera
GOSIO, CRISTINA;LARI, ESTER CESARINA
2004-01-01
Abstract
Under the assumption of an upper reflecting barrier, the net single premium of a dynamic solvency insurance contract is considered. Some properties are derived by means of integral and integral- differential equations. This premium is derived in a particular case. Furthermore, the dividends expected present value is considered and the equations fulfilled are derived with some properties.
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