Similar Search Results

The optimal pricing strategy for an insurer when risk preferences are stochastically distributed

Hofmann, Annette; Nell, Martin; Pohl, Philipp - 2007

Der vorliegende Artikel analysiert die optimale Prämienpolitik eines Versicherers bei stochastischer Verteilung der Nachfragertypen auf Basis einer Preis-Absatz-Funktion. Dem Versicherer ist hier lediglich die Wahrscheinlichkeitsverteilung der individuellen Nachfragertypen bekannt und eine...

Persistent link: https://www.econbiz.de/10009390564

Who benefits from building insurance groups? : a welfare analysis of optimal group capital management

Schlütter, Sebastian; Gründl, Helmut - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 3, pp. 571-593

Persistent link: https://www.econbiz.de/10009675303

Optimal premium pricing policy in a competitive insurance market environment

Pantelous, Athanasios A.; Passalidou, Eudokia - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 2, pp. 175-191

Persistent link: https://www.econbiz.de/10010188120

Actuarial transform pricing

Ruban, Oleg; Vitiello, Luiz; Poon, Ser-Huang - 2010

This article studies four transform pricing methods in the context of general equilibrium (GE) framework. The four methods, viz. the Esscher transform, indifference pricing, the Wang transform, and the standard deviation loading, are popular among actuarial literature and practice. The transform...

Persistent link: https://www.econbiz.de/10008987668

Who benefits from building insurance groups? : a welfare analysis of optimal group capital management

Schlütter, Sebastian; Gründl, Helmut - 2011

difficult to prevent inefficient overinvestment or cross-subsidisation, which we model by higher dead-weight costs of carrying … capital. The tradeoff between risk diversification on the one hand and higher dead-weight costs on the other can result in …

Persistent link: https://www.econbiz.de/10009565074

The role of frictional costs for insurance pricing and insurer default risk

Schlütter, Sebastian - 2011

This paper analyzes how capital-related frictional costs (e.g., corporate or personal taxes) influence insurers …' optimal pricing and safety level decisions. Frictional costs are modeled with an innovative generic approach that is … value of frictional costs to the premium; however, in imperfect competition, the insurer may overcharge or undercharge for …

Persistent link: https://www.econbiz.de/10009565075

The optimal pricing strategy for an insurer when risk preferences are stochastically distributed

Hofmann, Annette; Nell, Martin; Pohl, Philipp - 2007

Persistent link: https://www.econbiz.de/10003698798

Discrimination-Free Insurance Pricing

Lindholm, Mathias - 2020

A simple formula for non-discriminatory insurance pricing is introduced. This formula is based on the assumption that certain individual (discriminatory) policyholder information is not allowed to be used for insurance pricing. The suggested procedure can be summarized as follows: First, we...

Persistent link: https://www.econbiz.de/10012843876

Deposit insurance: divide or rule?

Brückerhoff, Kai B. - In: Essays on optimal taxation in financial markets, (pp. 37-66). 2019

Persistent link: https://www.econbiz.de/10012665322

Optimal Premium Pricing Policy in a Competitive Insurance Market Environment

Pantelous, Athanasios A. - 2016

In this paper, we propose a model for the optimal premium pricing policy of an insurance company into a competitive environment using Dynamic Programming into a stochastic, discrete-time framework when the company is expected to lose part of the market. In our approach, the volume of business...

Persistent link: https://www.econbiz.de/10013008506