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

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(19)

Optimal control of the insurance company with proportional reinsurance policy under solvency constraints
Optimal investment for insurer with jump-diffusion risk process
Optimal proportional reinsurance policies for diffusion models
Optimal investment and premium control in a nonlinear diffusion model
Controlled diffusion models for optimal dividend pay-out
Premium control with reinforcement learning
Insurance pricing using \(H_{\infty}\)-control
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
Optimal financing and dividend control of the insurance company with proportional reinsurance policy
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 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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