Pricing general insurance in a reactive and competitive market

DOI10.1016/J.CAM.2011.08.014MaRDI QIDQ654742zbMATH OpenOpenAlexFDO

Authors Paul Emms

Publication date 21 December 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2011.08.014

zbMATH Keywords

competitive demand modeldynamic programmingmoving boundary problemreactive insurance market

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39)

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Cites work

• A comparison of numerical models for one-dimensional Stefan problems
• Controlled Markov processes and viscosity solutions
• Dynamic Pricing of General Insurance in a Competitive Market
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• Numerical recipes in C++. The art of scientific computing
• Optimal management of an insurer's exposure in a competitive general insurance market
• Optimum consumption and portfolio rules in a continuous-time model
• Pricing General Insurance Using Optimal Control Theory
• Pricing general insurance with constraints
• Underwriting strategy in a competitive insurance environment

Cited in

(7)

• Underwriting strategy in a competitive insurance environment
• Optimal premium pricing strategies for competitive general insurance markets
• Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
• Dynamic Pricing of General Insurance in a Competitive Market
• Potential games with aggregation in non-cooperative general insurance markets
• Health insurance risk assessment using cognitive mapping and multiple‐criteria decision analysis
• Optimal strategies for pricing general insurance

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