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ArticleOptimal strategies for pricing general insurance

Paul Emms2006

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Articlegreen2006

Optimal strategies for pricing general insurance

Paul Emms · Steven Haberman · Irene Savoulli

53 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Stochastic processes and financial applications

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References

2016Numerical solution of stochastic differential equations 1985CHAPMAN AND HALL 1990Options, Futures, and Other Derivative Securities.2001Interest Rate Models Theory and Practice 1999Analytic and bootstrap estimates of prediction errors in claims reserving 1994Practical Risk Theory for Actuaries.1992An International Analysis of Underwriting Cycles in Property-Liability Insurance 1987An International Analysis of Underwriting Cycles in Property-Liability Insurance

Cited by

2019Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model 2005Pricing General Insurance Using Optimal Control Theory 2016Robust reinsurance contracts in continuous time 2010An extended CEV model and the Legendre transform–dual–asymptotic solutions for annuity contracts

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Year2006

Typearticle

Published2006-05-07

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations53

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2006.02.014

openalex_workW2028027554

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