The combined effect of delay and feedback on the insurance pricing process: a control theory approach
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Publication:5938021
DOI10.1016/S0167-6687(00)00070-6zbMath1055.62556MaRDI QIDQ5938021
Alexandros A. Zimbidis, Steven Haberman
Publication date: 2001
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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Related Items (7)
Insurance pricing using \(H_{\infty}\)-control ⋮ 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 ⋮ Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion ⋮ Linear Generalized Stochastic Systems for Insurance Portfolios ⋮ Robust LMI stability, stabilization and \(H_\infty\) control for premium pricing models with uncertainties into a stochastic discrete-time framework ⋮ Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
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