Non-life insurance pricing: multi-agent model

被引：4
|
作者：
Darooneh, AH [1 ]
机构：
[1] Zanjan Univ, Dept Phys, Zanjan, Iran
来源：
EUROPEAN PHYSICAL JOURNAL B | 2004年 / 42卷 / 01期
关键词：
D O I：
10.1140/epjb/e2004-00363-x
中图分类号：
O469 [凝聚态物理学];
学科分类号：
070205 ;
摘要：
We use the maximum entropy principle for the pricing of non-life insurance and recover the Buhlmann results for the economic premium principle. The concept of economic equilibrium is revised in this respect.
引用
收藏
页码：119 / 122
页数：4
相关论文
共 50 条
  • [1] Non-life insurance pricing: multi-agent model
    A. H. Darooneh
    [J]. The European Physical Journal B - Condensed Matter and Complex Systems, 2004, 42 : 119 - 122
  • [2] Generalized Linear Model for Deductible Pricing in Non-Life Insurance
    Ng, S.
    Lestari, D.
    Devila, S.
    [J]. PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018), 2019, 2168
  • [3] On duration effects in non-life insurance pricing
    Lindholm, Mathias
    Nazar, Taariq
    [J]. EUROPEAN ACTUARIAL JOURNAL, 2024,
  • [4] INVESTMENT INCOME AND NON-LIFE INSURANCE PRICING
    SPELLMAN, LJ
    WITT, RC
    RENTZ, WF
    [J]. JOURNAL OF RISK AND INSURANCE, 1975, 42 (04) : 567 - 577
  • [5] A Stochastic Demand Model for Optimal Pricing of Non-Life Insurance Policies
    Emms, Paul
    [J]. MATHEMATICAL CONTROL THEORY AND FINANCE, 2008, : 113 - 136
  • [6] On the robust stability of pricing models for non-life insurance products
    Pantelous, Athanasios A.
    Papageorgiou, Athanasios
    [J]. EUROPEAN ACTUARIAL JOURNAL, 2013, 3 (02) : 535 - 550
  • [7] Multi-year non-life insurance risk
    Diers, Dorothea
    Eling, Martin
    Kraus, Christian
    Linde, Marc
    [J]. JOURNAL OF RISK FINANCE, 2013, 14 (04) : 353 - 377
  • [8] A multi-agent congestion and pricing model
    Zou, Xi
    Levinson, David
    [J]. TRANSPORTMETRICA, 2006, 2 (03): : 237 - 249
  • [9] Combining fair pricing and capital requirements for non-life insurance companies
    Gatzert, Nadine
    Schmeiser, Hato
    [J]. JOURNAL OF BANKING & FINANCE, 2008, 32 (12) : 2589 - 2596
  • [10] A review of theoretical concepts and empirical literature of non-life insurance pricing
    David, Mihaela
    [J]. GLOBALIZATION AND HIGHER EDUCATION IN ECONOMICS AND BUSINESS ADMINISTRATION - GEBA 2013, 2015, 20 : 157 - 162
12345