Premium control in an insurance system, an approach using linear control theory

Cited In (19)

Optimal control of the insurance company with proportional reinsurance policy under solvency constraints
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Optimal investment and premium control in a nonlinear diffusion model
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Optimal investment and premium control for insurers with ambiguity
Optimal control of investment, premium and deductible for a non-life insurance company
Robust stability, stabilisation and H-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework
On the robust stability of pricing models for non-life insurance products
Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
The combined effect of delay and feedback on the insurance pricing process: a control theory approach
Optimal financing and dividend control of the insurance company with proportional reinsurance policy
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
Robust LMI stability, stabilization and \(H_\infty\) control for premium pricing models with uncertainties into a stochastic discrete-time framework
Optimal investment and reinsurance with premium control
Optimal control of risk exposure, reinsurance and investments for insurance portfolios
Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy

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