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  • Search: subject:"Stochastic discrete-time systems"
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Subject
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Admissible uncertainties 2 Linear Matrix Inequality (LMI) 2 Premium pricing 2 Robust H∞ control 2 Robust stabilization 2 Stochastic discrete-time systems 2 Time-varying delays 2 Control theory 1 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 Kontrolltheorie 1 Mathematical programming 1 Mathematische Optimierung 1 Risiko 1 Risikoprämie 1 Risk 1 Risk premium 1 Robust statistics 1 Robustes Verfahren 1 Stochastic process 1 Stochastischer Prozess 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
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Pantelous, Athanasios A. 2 Yang, Lin 2
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Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework
Pantelous, Athanasios A.; Yang, Lin - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 133-143
The premium pricing process and the reserve stability under uncertainty are very challenging issues in the insurance industry. In practice, a premium which is sufficient enough to cover the expected claims and to keep stable the derived reserves is always required. This paper proposes a premium...
Persistent link: https://www.econbiz.de/10011116629
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Cover Image
Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework
Pantelous, Athanasios A.; Yang, Lin - In: Insurance / Mathematics & economics 59 (2014), pp. 133-143
Persistent link: https://www.econbiz.de/10010469163
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