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Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework

Published:2014-11 Issue: Volume:59 Page:133-143
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Pantelous Athanasios A.,Yang Lin

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference10 articles.

1. Control of insurance systems with delayed profit/loss sharing feedback and persisting unpredicted claims;Balzer;J. Inst. Actuar.,1982

2. Dynamic response of insurance systems with delayed profit/loss sharing feedback to isolated unpredicted claims;Balzer;J. Inst. Actuar.,1980

3. The theory of risk;Borch;J. R. Stat. Soc. Ser. B,1967

4. De Finetti, B., (1957) Su una impostazione alternativa della theoria collectiva del rischio. In: Transactions of the 15th International Congress of Actuaries, Vol. II, New York, pp. 433-443.

5. Premium control in an insurance system, an approach using linear control theory;Martin-Löf;Scand. Actuar. J.,1983

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