INSURERS PROFITS IN THE 3RD-PARTY LIABILITY INSURANCE

被引:0
|
作者
DELLAERT, N [1 ]
FRENK, H [1 ]
VANDERLAAN, B [1 ]
机构
[1] GOUDSE VERZEKERINGEN,2800 MA GOUDA,NETHERLANDS
来源
INSURANCE MATHEMATICS & ECONOMICS | 1991年 / 10卷 / 03期
关键词
MARKOV DECISION PROCESS; OPTIMAL CLAIM BEHAVIOR;
D O I
10.1016/0167-6687(91)90046-Z
中图分类号
F [经济];
学科分类号
02 ;
摘要
In this note we derive the expected total discounted profit of an insurer due to a single policy holder within a third-party liability insurance. We consider both a policy holder claiming optimally and non-optimally.
引用
收藏
页码:165 / 172
页数:8
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