On the robust stability of pricing models for non-life insurance products
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Publication:487585
DOI10.1007/S13385-013-0074-8zbMATH Open1304.91125OpenAlexW3121201489MaRDI QIDQ487585FDOQ487585
Authors: Athanasios A. Pantelous, Athanasios Papageorgiou 
Publication date: 22 January 2015
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-013-0074-8
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Cites Work
- Linear Matrix Inequalities in System and Control Theory
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- Robust control of a class of uncertain nonlinear systems
- Stability of time-delay systems
- A survey of linear matrix inequality techniques in stability analysis of delay systems
- Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
- Optimal Premium Control in a Non-life Insurance Business
- Lectures on the use of control theory in insurance
- Premium control in an insurance system, an approach using linear control theory
- Title not available (Why is that?)
- Title not available (Why is that?)
- The combined effect of delay and feedback on the insurance pricing process: a control theory approach
- Optimal premium pricing for a heterogeneous portfolio of insurance risks
Cited In (6)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK
- Insurance Planning Models
- Linear generalized stochastic systems for insurance portfolios
- 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
- Robust LMI stability, stabilization and \(H_\infty\) control for premium pricing models with uncertainties into a stochastic discrete-time framework
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