Optimal Management of an Insurer’s Exposure in a Competitive General Insurance Market

DOI10.1080/10920277.2009.10597541zbMath1483.91192OpenAlexW1997328006MaRDI QIDQ5029057

Paul Emms, Steven Haberman

Publication date: 11 February 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/4072/1/NAAJ833%20-%20Corrected%20by%20Authors.pdf

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Actuarial mathematics (91G05)

Related Items (4)

POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS ⋮ Noncooperative dynamic games for general insurance markets ⋮ Optimal decision on dynamic insurance price and investment portfolio of an insurer ⋮ Pricing general insurance in a reactive and competitive market

Cites Work

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• Pricing general insurance with constraints
• Underwriting strategy in a competitive insurance environment
• A New Product Growth for Model Consumer Durables
• Dynamic Price Models for New-Product Planning
• Dynamic Pricing of General Insurance in a Competitive Market
• Pricing General Insurance Using Optimal Control Theory
• Utility Functions

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