Optimal time to change premiums
Year of publication: |
2008
|
---|---|
Authors: | Bayraktar, Erhan ; Poor, H. |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 68.2008, 1, p. 125-158
|
Publisher: |
Springer |
Subject: | Compound Poisson processes | Optimal stopping | Detecting the change in the characteristics of the claim arrival process | Insurance premiums |
-
Optimal time to change premiums
Bayraktar, Erhan, (2008)
-
Perpetual exchange options under jump-diffusion dynamics
Cheang, Gerald H. L., (2015)
-
Rationing policies in a spare parts inventory system with customers differentiation
Kouki, Chaaben, (2021)
- More ...
-
Optimal time to change premiums
Bayraktar, Erhan, (2008)
-
Distribution‐constrained optimal stopping
Bayraktar, Erhan, (2018)
-
Asymptotics for small nonlinear price impact : A PDE approach to the multidimensional case
Bayraktar, Erhan, (2020)
- More ...