Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework
Athanasios A. Pantelous; Lin Yang
| 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
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| Subject: | Premium pricing | Stochastic discrete-time systems | Admissible uncertainties | Time-varying delays | Robust stabilization | Robust H∞ control | Linear Matrix Inequality (LMI) | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469163