{"entities":{"Q609676":{"pageid":611452,"ns":120,"title":"Item:Q609676","lastrevid":63281034,"modified":"2026-04-11T11:49:33Z","type":"item","id":"Q609676","labels":{"en":{"language":"en","value":"Optimal premium pricing for a heterogeneous portfolio of insurance risks"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5822134"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$FAC8584A-9736-42A9-A4E5-CC9437DC519D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"447f34c66490e0e7f8390462d43d7c900d8db347","datavalue":{"value":{"text":"Optimal premium pricing for a heterogeneous portfolio of insurance risks","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q609676$CD240C8E-21BD-45E4-AE0F-931F96B07677","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fc6077414b327ad0127121590e9c25028dc04444","datavalue":{"value":"1200.91144","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q609676$BEEE141F-4D5B-4E2A-B0E5-EC67F199129A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2a06387edb68c4464655799cb525266e3ac66b0e","datavalue":{"value":"10.1155/2009/451856","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q609676$4A1D5A1F-FF5D-4E1B-B6AA-319E9082AE0A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"67b5a047fe9b0635d3aac908f4dcc8df4a0d6547","datavalue":{"value":{"entity-type":"item","numeric-id":250449,"id":"Q250449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$42227A05-F58F-4766-AF33-C325D96D5CE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f253ba2768aefdefeef1abe61db50020d751a02c","datavalue":{"value":{"entity-type":"item","numeric-id":483624,"id":"Q483624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$8EAB06C8-CEDA-478F-B31A-570F072C8C2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"65b864b67d02aac8318825295d42663a8b26a3d3","datavalue":{"value":{"entity-type":"item","numeric-id":609675,"id":"Q609675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$B0D1D662-EDDE-4CDB-8C13-6A3688D7631A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"291dfa4bea40517409b4ae31a6cee6f850f4be90","datavalue":{"value":{"entity-type":"item","numeric-id":117358,"id":"Q117358"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$A006CA9C-DB62-4210-A9CB-E5A45036BF84","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2f7a6f873bf5c0d11b62fa3d4700ead7fb1e1f3b","datavalue":{"value":{"time":"+2010-12-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q609676$28F40A66-3AEC-4DEC-8B83-19A65B8B1839","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"16c1c3539619d64428648cbf8bc64c382628d0c8","datavalue":{"value":"https://eudml.org/doc/233203","type":"string"},"datatype":"url"},"type":"statement","id":"Q609676$C46EF7C4-B13C-4C36-8133-4F8C7CE53600","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"c1aa641b4e19860ed37f92de85479c7c551255c6","datavalue":{"value":"Summary: The paper revisits the classical problem of premium rating within a heterogeneous portfolio of insurance risks using a continuous stochastic control framework. The portfolio is divided into several classes where each class interacts with the others. The risks are modelled dynamically by the means of a Brownian motion. This dynamic approach is also transferred to the design of the premium process. The premium is not constant but equals the drift of the Brownian motion plus a controlled percentage of the respective volatility. The optimal controller for the premium is obtained using advanced optimization techniques, and it is finally shown that the respective pricing strategy follows a more balanced development compared with the traditional premium approaches.","type":"string"},"datatype":"string"},"type":"statement","id":"Q609676$505FD2CA-D6A8-45A2-B3E9-09BC01EF56F4","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q609676$A0B94A12-16CE-4A5C-8AE8-045AF6CF4921","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0a8ec7e0e558e61536a56fc2bf8ce5de05286c1","datavalue":{"value":"60J70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q609676$C02C6AE2-0A9D-4625-AA22-88B9C8C8C76D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q609676$CC915D38-9740-4C27-B87F-5B0D6E472301","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c89d03eee3d18f127a4e98aa2282e85d9fcd84b2","datavalue":{"value":"5822134","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q609676$5F021CE2-EC5B-425D-9C9E-6253697A6EFE","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"6311740f681023268f74c012f095b9e3f39634ba","datavalue":{"value":"Q58648712","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q609676$EBDD5A1B-7BDD-44DF-A5D6-5010D68EFCFA","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$B55B5555-2F63-445B-B694-E7B18BBC8D4E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"fb9e7e40404b78225b321026ea37fda9c16ef173","datavalue":{"value":"W2171287258","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q609676$5014DC29-5728-44D8-9096-232B9B74B517","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4183ab380fc384ba8355e7f9701dd711c7c0587","datavalue":{"value":{"entity-type":"item","numeric-id":3773148,"id":"Q3773148"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$638BBE0E-2686-4BE2-AB20-7E65F3C8AF4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"02d16fd53be69ab9697009ae7673a12f3089aea3","datavalue":{"value":{"entity-type":"item","numeric-id":3632866,"id":"Q3632866"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$B3DAD376-D6C1-4E20-9081-5E3E2EBDE6C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"572f3623397096f97bec92c5f2e2a52e0aeee8f6","datavalue":{"value":{"entity-type":"item","numeric-id":5824924,"id":"Q5824924"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$862C56E5-7EC6-4ECD-8619-E3DD80A073A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e934ba6cd4bfceac481a34bb0ed097ce19404285","datavalue":{"value":{"entity-type":"item","numeric-id":3999336,"id":"Q3999336"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$5E7909C2-ED5C-43A2-B29F-BC2A737D1879","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"761cf7e349e135f092ed4305b1e3ef627220b23e","datavalue":{"value":{"entity-type":"item","numeric-id":4311650,"id":"Q4311650"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$2A9D36F2-036B-4C8C-9730-2B3A483857C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7df5bcda569293a87f784a6fc04fa553f7754825","datavalue":{"value":{"entity-type":"item","numeric-id":1381153,"id":"Q1381153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$9F80A6E9-661F-40D9-9063-AB62D2D2011F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a91a59b4db7cc8467a045737a4431af9d52130eb","datavalue":{"value":{"entity-type":"item","numeric-id":1265919,"id":"Q1265919"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$3C533C83-2A3B-4F34-8E20-C7244698F6B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"049285e32f8da1d4efac7d1f9f19259d7751091b","datavalue":{"value":{"entity-type":"item","numeric-id":2757299,"id":"Q2757299"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$77DADF89-9F7F-4528-8BC3-2B51FCFFF930","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"71f8bbaf99aa14ac583d297eb8ee0605402e9cdb","datavalue":{"value":{"entity-type":"item","numeric-id":1974020,"id":"Q1974020"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$BA8FBE1E-4538-4101-B861-1F616A2EE1F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d9c9793b7c31a72a4341a2bd17f06f3e863c6de","datavalue":{"value":{"entity-type":"item","numeric-id":1584524,"id":"Q1584524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$77FEFC94-2027-41F9-A6B3-38F46A2912BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"293b8949aa1eb787045d3f2578b36f4cc3a8d021","datavalue":{"value":{"entity-type":"item","numeric-id":1888891,"id":"Q1888891"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$50FFC43D-2E30-4546-8A1E-6FB3A53992CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"055a9bcd9570f7138292d89bf62337cb494a066a","datavalue":{"value":{"entity-type":"item","numeric-id":817297,"id":"Q817297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$4EB92C8A-021F-4DA3-8557-9994E2C9D6E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cda45d56d0860b228d587aebb2d22fc3c54fd38e","datavalue":{"value":{"entity-type":"item","numeric-id":5573782,"id":"Q5573782"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$08E44EDB-FD49-45E0-A581-0C5B695A9911","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8a9dcc221ff9243e876ef75957e89b917b508322","datavalue":{"value":{"entity-type":"item","numeric-id":3878440,"id":"Q3878440"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$F02E1D16-C369-4F49-A302-714E4E9DD4E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"862096c2251addb7d6edf13ca167e42ec7b041dc","datavalue":{"value":{"entity-type":"item","numeric-id":3874084,"id":"Q3874084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$4A40D6CB-04D2-4C44-8968-D0F101A3CB5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2069af70787711928505fd352a2a39aca25f3803","datavalue":{"value":{"entity-type":"item","numeric-id":5929886,"id":"Q5929886"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$79B883D9-34BA-4D92-9553-DCB9A7DFA44E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4eef6ec57dc1f059a1e3d5a7b63a5c73a977635","datavalue":{"value":{"entity-type":"item","numeric-id":4004325,"id":"Q4004325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$C595C889-8AB0-4B91-A9E2-A62B3E530C57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b50722aed851ce52637e416c95ee66031f0aa45","datavalue":{"value":{"entity-type":"item","numeric-id":4255599,"id":"Q4255599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$CA935C5E-8CC5-490F-9936-2C80294A0F29","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0c092f8efe220d37f73452ed807269c004f6e951","datavalue":{"value":{"entity-type":"item","numeric-id":3632866,"id":"Q3632866"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1d13e225bfb64b2fc531b0a5a85d1a9302cce982","datavalue":{"value":{"amount":"+0.8104385733604431","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q609676$5C40200D-4A81-4C30-949D-3E1FEA800CCE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d15281d6c9fcd6506b52dba3179a36ab3bad8167","datavalue":{"value":{"entity-type":"item","numeric-id":3352342,"id":"Q3352342"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"28828b92f9f2e1d72196cff08ce550e6d366576c","datavalue":{"value":{"amount":"+0.7886150479316711","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q609676$690B3C72-43D9-4515-AFC4-CDA572DC7B4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"412eb368489bff5e7ef017bb82c8ee01e1795798","datavalue":{"value":{"entity-type":"item","numeric-id":2244242,"id":"Q2244242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"174858c4830c9c82b904b1cc0cbea63c969b4c4d","datavalue":{"value":{"amount":"+0.7818590402603149","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q609676$6E17C399-C35B-4760-9FC9-12C4DEC93933","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"44c62e69434e19f125c771af6b25132e31a59144","datavalue":{"value":{"entity-type":"item","numeric-id":1265932,"id":"Q1265932"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5d3ff55d825a8e528132204322613827f7808e6f","datavalue":{"value":{"amount":"+0.7647369503974915","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q609676$06348C35-2EDB-4FB9-9869-D54E724CB360","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"180ac7df1fdfd23436649db9b9c1374e02b9ab54","datavalue":{"value":{"entity-type":"item","numeric-id":882470,"id":"Q882470"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e2fdc0671baae2ffe88a8ca3b831039b0f0568b5","datavalue":{"value":{"amount":"+0.7531555891036987","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q609676$8BD5A7A5-E8CE-4481-B8C0-2EBF764715AB","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q609676$1E5CC063-82F2-4B7E-8120-353B27486EC8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Optimal premium pricing for a heterogeneous portfolio of insurance risks","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Optimal_premium_pricing_for_a_heterogeneous_portfolio_of_insurance_risks"}}}}}