Optimal premium pricing for a heterogeneous portfolio of insurance risks

DOI10.1155/2009/451856zbMath1200.91144OpenAlexW2171287258WikidataQ58648712 ScholiaQ58648712MaRDI QIDQ609676

Athanasios A. Pantelous, Nikolaos E. Frangos, Alexandros A. Zimbidis

Publication date: 1 December 2010

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/233203

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

On the robust stability of pricing models for non-life insurance products

Cites Work

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