Optimal strategies for a non-linear premium-reserve model in a competitive insurance market
Year of publication: |
2017
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Authors: | Pantelous, Athanasios A. ; Passalidou, Eudokia |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 11.2017, 1, p. 1-19
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Subject: | Non-linear premium-reserve pricing model | Stochastic optimal control | Quadratic performance criterion | Competitive insurance markets | Actuarial risk | Risikomodell | Risk model | Versicherungsmarkt | Insurance market | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Versicherungsmathematik | Actuarial mathematics |
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