Pricing general insurance in a reactive and competitive market

DOI10.1016/j.cam.2011.08.014zbMath1228.91033MaRDI QIDQ654742

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

dynamic programming; moving boundary problem; competitive demand model; reactive insurance market

Mathematics Subject Classification ID

90C15: Stochastic programming

90C39: Dynamic programming

Related Items

POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS, Health insurance risk assessment using cognitive mapping and multiple‐criteria decision analysis, Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Pricing general insurance with constraints
• Underwriting strategy in a competitive insurance environment
• A comparison of numerical models for one-dimensional Stefan problems
• Dynamic Pricing of General Insurance in a Competitive Market
• Optimal Management of an Insurer’s Exposure in a Competitive General Insurance Market
• Pricing General Insurance Using Optimal Control Theory
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