Optimal premium pricing for a heterogeneous portfolio of insurance risks

DOI10.1155/2009/451856MaRDI QIDQ609676zbMATH OpenOpenAlexWikidataFDO

Authors Athanasios A. Pantelous, Nikos E. Frangos, Alexandros A. Zimbidis

Publication date 1 December 2010

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/233203

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Optimal stochastic control (93E20)

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Cited in

(7)

• Optimal premium pricing strategies for competitive general insurance markets
• Guaranteed bounds for insurance premium rates for the insurance portfolio of factorizable claims
• Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
• scientific article; zbMATH DE number 2101193 (Why is no real title available?)
• Weighted Pricing Functionals With Applications to Insurance
• On the robust stability of pricing models for non-life insurance products
• Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions

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