Optimal strategies for a non-linear premium-reserve model in a competitive insurance market
Athanasios A. Pantelous, Eudokia Passalidou
| Year of publication: |
2017
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| Authors: | Pantelous, Athanasios A. ; Passalidou, Eudokia |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 11.2017, 1, p. 1-19
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| Subject: | Non-linear premium-reserve pricing model | Stochastic optimal control | Quadratic performance criterion | Competitive insurance markets | Actuarial risk | Versicherungsmarkt | Insurance market | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499516000129 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011730232