Introduzione
Abstract
En
It is demonstrated that the understanding of any kind of strategy, starting from an initial condition and going backwards though time, allows us to determine the mathematical expectation of the Insurance firm for an active management. An ergodic formula (MODEL) has been established, which adapting its self closely to Lundberg theory reconciles its self with De Finetti's security index, by contrasting a complete strategy with an incomplete one.
It is demonstrated that the understanding of any kind of strategy, starting from an initial condition and going backwards though time, allows us to determine the mathematical expectation of the Insurance firm for an active management. An ergodic formula (MODEL) has been established, which adapting its self closely to Lundberg theory reconciles its self with De Finetti's security index, by contrasting a complete strategy with an incomplete one.
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