Optimal strategies for pricing general insurance

DOI10.1016/j.insmatheco.2006.02.014zbMath1273.91236OpenAlexW2028027554MaRDI QIDQ865606

I. Savoulli, Paul Emms, Steven Haberman

Publication date: 19 February 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/2303/1/171ARP.pdf

zbMATH Keywords

asymptotic expansionscompetitive demand modeloptimal premium strategies

Mathematics Subject Classification ID

Related Items (18)

Optimal premium pricing strategies for competitive general insurance markets ⋮ Insurance pricing using \(H_{\infty}\)-control ⋮ On a Markovian game model for competitive insurance pricing ⋮ POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS ⋮ Asymptotic and numerical analysis of the optimal investment strategy for an insurer ⋮ Pricing in a competitive stochastic insurance market ⋮ Optimal control of investment, premium and deductible for a non-life insurance company ⋮ Robust reinsurance contracts in continuous time ⋮ Reinsurance contract design when the insurer is ambiguity-averse ⋮ Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market ⋮ Insurance pricing in an equilibrium model ⋮ Noncooperative dynamic games for general insurance markets ⋮ Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model ⋮ Optimal decision on dynamic insurance price and investment portfolio of an insurer ⋮ An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts ⋮ A dynamic pricing game for general insurance market ⋮ Robust reinsurance contracts with uncertainty about jump risk ⋮ Competition among non-life insurers under solvency constraints: a game-theoretic approach

Cites Work

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• A survey of numerical methods for stochastic differential equations
• Underwriting strategy in a competitive insurance environment
• Expenses and underwriting strategy in competition
• Pricing General Insurance Using Optimal Control Theory
• Interest rate models -- theory and practice

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