Insurance pricing using \(H_{\infty}\)-control
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Publication:1646165
DOI10.1016/j.amc.2014.01.105zbMath1410.91299OpenAlexW2096767260MaRDI QIDQ1646165
Publication date: 22 June 2018
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.01.105
linear matrix inequalities\(H_{\infty}\)-controlinsurance pricingrobust stochastic stabilizationtime varying delayed systems
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Cites Work
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- Probleme General de la Stabilite du Mouvement. (AM-17)
- The combined effect of delay and feedback on the insurance pricing process: a control theory approach
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