Displaying similar documents to “Optimal Multiphase Transportation with prescribed momentum”

Characterization of optimal shapes and masses through Monge-Kantorovich equation

Guy Bouchitté, Giuseppe Buttazzo (2001)

Journal of the European Mathematical Society

Similarity:

We study some problems of optimal distribution of masses, and we show that they can be characterized by a suitable Monge-Kantorovich equation. In the case of scalar state functions, we show the equivalence with a mass transport problem, emphasizing its geometrical approach through geodesics. The case of elasticity, where the state function is vector valued, is also considered. In both cases some examples are presented.

Discrete time optimal dividend problem with constant premium and exponentially distributed claims

Dariusz Socha (2014)

Applicationes Mathematicae

Similarity:

An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.

Optimal streams of premiums in multiperiod credibility models

L. Gajek, P. Miś, J. Słowińska (2007)

Applicationes Mathematicae

Similarity:

Optimal arrangement of a stream of insurance premiums for a multiperiod insurance policy is considered. In order to satisfy solvency requirements we assume that a weak Axiom of Solvency is satisfied. Then two optimization problems are solved: finding a stream of net premiums that approximates optimally 1) future claims, or 2) "anticipating premiums". It is shown that the resulting optimal streams of premiums enable differentiating between policyholders much more quickly than one-period...

On optimal credibility premiums in multiperiod insurance

W. Antoniak, M. Kałuszka (2014)

Applicationes Mathematicae

Similarity:

This paper focuses on the problem of optimal arrangement of a stream of premiums in a multiperiod credibility model. On the basis of a given claim history (screening) and some individual information unknown to the insurance company (signaling), we derive the optimal streams in the case when the coverage period is not necessarily fixed, e.g., because of lapses, renewals, deaths, total losses, etc.