Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework
Year of publication: |
2014
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Authors: | Pantelous, Athanasios A. ; Yang, Lin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 133-143
|
Subject: | Premium pricing | Stochastic discrete-time systems | Admissible uncertainties | Time-varying delays | Robust stabilization | Robust H∞ control | Linear Matrix Inequality (LMI) | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Kontrolltheorie | Control theory | Risiko | Risk | Risikoprämie | Risk premium |
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