Skip to main content
Log in

Mathematical Models of Functioning of an Insurance Company with Allowance for the Rate of Return

  • Published:
Russian Physics Journal Aims and scope

Abstract

Models of the functioning of insurance companies are suggested, when the free capital increases from interest at a certain rate. The basic characteristics of the capital of a company are studied in the stationary regime.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. E. Shtaub, Actuarial Mathematics of Property Insurance, Zurich (1998).

  2. N. U. Prabhu, Stochastic Storage Processes [Russian translation], Mir, Moscow (1984).

    Google Scholar 

  3. H. H. Panjer and G. E. Willmot, Insurance Risk Models, Society of Actuaries, Schaumburg (1992).

    Google Scholar 

  4. B. V. Gnedenko, Course in Probability Theory [in Russian], Nauka, Moscow (1988).

    Google Scholar 

  5. O. A. Zmeev, Izv. Vyssh. Uchebn. Zaved., Fiz., No. 4, 34-39 (1999).

    Google Scholar 

  6. O. A. Zmeev, in: Mathematical Modeling. Cybernetics. Informatics [in Russian], Publishing House of Tomsk State University, Tomsk (1999), pp. 67-72.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zmeev, O.A. Mathematical Models of Functioning of an Insurance Company with Allowance for the Rate of Return. Russian Physics Journal 44, 22–29 (2001). https://doi.org/10.1023/A:1011300500255

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1011300500255

Keywords

Navigation