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.

DOI Code:

Full Text: PDF

Creative Commons License
This work is licensed under a Creative Commons Attribuzione - Non commerciale - Non opere derivate 3.0 Italia License.