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Robust stability, stabilisation and h-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework

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Robust Analysis for Premium-Reserve Models in a Stochastic Nonlinear Discrete-Time Varying Framework

Li, Rong - 2019

The effective management of uncertainty and complexity in premium pricing and reserve accumulation processes provide new challenges to the decision- and policy- makers. In this regard, the implementation of complex mathematical tools and advanced statistical techniques is highly acquired. Over...

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