Robust LMI stability, stabilization and \(H_\infty\) control for premium pricing models with uncertainties into a stochastic discrete-time framework
DOI10.1016/j.insmatheco.2014.09.005zbMath1306.91083OpenAlexW2143394445MaRDI QIDQ2514613
Athanasios A. Pantelous, Lin Yang
Publication date: 3 February 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.09.005
robust stabilizationtime-varying delayslinear matrix inequality (LMI)robust \(H_\infty\) controlstochastic discrete-time systemsadmissible uncertaintiespremium pricing
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Related Items (2)
Cites Work
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- On the robust stability of pricing models for non-life insurance products
- Robust control of a class of uncertain nonlinear systems
- Robust \(H_{\infty }\) control for uncertain discrete stochastic time-delay systems
- Optimal Premium Control in a Non-life Insurance Business
- Premium control in an insurance system, an approach using linear control theory
- The combined effect of delay and feedback on the insurance pricing process: a control theory approach
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