Geodesic
Approximate formulas for calculation of the optimal level of deductible
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 3 (2017), pp. 61-72

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In the paper we considered a problem of definition of the optimal level of deductible in the case of excess-of-loss insurance. Theorem 1 concerns the case when the function of excess-of-loss insurance does not depend on the type of utility function. Theorem 3 concerns the case when the insurance premium depends on the level of deductible. For each case we defined approximate formulas for calculation of the optimal level of deductible (theorems 2, 4, and 5).
Keywords: deductible, insurance premium, actuarial value, loading factor, deterministic equivalent, exponential utility function, exponential distribution. 
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     title = {Approximate formulas for calculation of the optimal level of deductible},
     journal = {Vestnik Tverskogo gosudarstvennogo universiteta. Seri\^a Prikladna\^a matematika},
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R. A. Korolev; L. K. Karamova. Approximate formulas for calculation of the optimal level of deductible. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 3 (2017), pp. 61-72. http://geodesic.mathdoc.fr/item/VTPMK_2017_3_a4/