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Optimal Strategies for a Nonlinear Premium-Reserve Model in a Competitive Insurance Market

Pantelous, Athanasios A. - 2017

The calculation of a fair premium is always a challenging topic in the real world insurance applications. In this paper, a nonlinear premium-reserve (P-R) model is presented and the premium is derived by minimizing a quadratic performance criterion. The reserve is a stochastic equation, which...

Persistent link: https://www.econbiz.de/10012968126

Optimal premium pricing policy in a competitive insurance market environment

Pantelous, Athanasios A.; Passalidou, Eudokia - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 2, pp. 175-191

Persistent link: https://www.econbiz.de/10010188120

Optimal strategies for a non-linear premium-reserve model in a competitive insurance market

Pantelous, Athanasios A.; Passalidou, Eudokia - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011730232

Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework

Pantelous, Athanasios A. - In: Economic modelling 25 (2008) 4, pp. 658-675

Persistent link: https://www.econbiz.de/10003791242

The impact of economic growth in mortality modelling for selected OECD countries

Dutton, Lydia; Pantelous, Athanasios A.; Seklecka, … - In: Journal of Forecasting 39 (2020) 3, pp. 533-550

Persistent link: https://www.econbiz.de/10012189041

Mortality effects of economic fluctuations in selected eurozone countries

Seklecka, Malgorzata; Md. Lazam, Norazliani; Pantelous, … - In: Journal of Forecasting 38 (2018) 1, pp. 39-62

Persistent link: https://www.econbiz.de/10012082011

The impact of parameter uncertainty in insurance pricing and reserve with the temperature‐related mortality model

Seklecka, Malgorzata; Pantelous, Athanasios A.; O'Hare, … - In: Journal of Forecasting 38 (2018) 4, pp. 327-345

Persistent link: https://www.econbiz.de/10012082019

Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy

Cuthbertson, Keith; Kyriakou, Ioannis; Sermpinis, Georgios - In: International Journal of Finance & Economics 24 (2019) 4, pp. 1407-1408

Persistent link: https://www.econbiz.de/10012082737

The evaluation of business risk management in European emerging markets

Arvaniti, Christiana; Pantelous, Athanasios A. - In: Risk management, (pp. 125-151). 2010

Persistent link: https://www.econbiz.de/10003988232

How to finance pensions : optimal strategies for pay-as-you-go pension systems

Godínez-Olivares, Humberto; Boado-Penas, María del Carmen - In: Journal of forecasting 35 (2016) 1, pp. 13-33

Persistent link: https://www.econbiz.de/10011417674

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