THE VALUE OF INFORMATION IN INSURANCE PRICING

被引：6
|
作者：
GOGOL, DF
机构：
来源：
JOURNAL OF RISK AND INSURANCE | 1993年 / 60卷 / 01期
关键词：
D O I：
10.2307/253102
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This article develops a mathematical model of sequential insurance pricing. Prior estimates of expected losses are updated to reflect new information and the evaluation of risk by a sequence of decision-makers. Among the applications discussed are the estimation of adverse selection resulting from a price increase and the evaluation of ''follow the leader'' strategies in reinsurance underwriting.
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页码：119 / 128
页数：10
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