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.

引用

页码：119 / 128

页数：10

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