Optimal strategies for pricing general insurance [PDF]
, 2006 Optimal premium pricing policies in a competitive insurance environment are investigated using approximation methods and simulation of sample paths. The market average premium is modelled as a diffusion process, with the premium as the control function ...
Emms, P., Haberman, S., Savoulli, I.
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An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
Deposit Insurance Pricing in Iranian Banks (Case Study of Persian, Kar Afarin and Eqtesad Novin Banks) [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2011 Deposit insurance is a type of shelter for banks depositors. The main purpose of this system is stabilization of financial market and providing a situation that small and fragile bank and deposit institutions can survive in credit market.
Reza Talebloo
doaj
Improving mariculture insurance premium rate calculation using an information diffusion model. [PDF]
PLoS One, 2021 Zhang Q.
europepmc +1 more source
On the characterization of convex premium principles [PDF]
In actuarial literature the properties of risk measures or insurance premium principles have been extensively studied . We propose a characterization of a particular class of coherent risk measures defined in [1].
Graziella Pacelli, Marta Cardin
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Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Canadian Journal of Statistics, EarlyView.Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Jambura Journal of MathematicsPremium reserve allocation represents an obligation undertaken by insurance companies to set aside funds for future claims payment to policyholders. Some insurance companies have faced operational challenges, leading to their closure, primarily due to ...
Yuni Sulistyawati +1 more
doaj +1 more source
Modeling unemployment duration, determinants and insurance premium pricing of Malaysia: insights from an upper middle-income developing country. [PDF]
SN Bus Econ, 2022 Khoo WC, Yeah KL, Hong SY.
europepmc +1 more source
Premium Differentiation in the Unemployment Insurance System and the Demand for Labor [PDF]
In this study we investigate the effect of the introduction of premium differentiation (experience rating) in the Dutch Unemployment Insurance system on the demand for labor.
Alessie, R.J.M., Bloemen, H.G.
core +1 more source
The demand for homeowners insurance with bundled catastrophe coverages : Wharton project on managing catastrophic risks [PDF]
, 2001 In this paper, we estimate the demand for homeowner insurance in Florida. Since we are interested in a number of factors influencing demand, we approach the problem from two directions. We first estimate two hedonic equations representing the premium per
Grace, Martin F. +2 more
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