Dynamic pricing of general insurance in a competitive market

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Emms, P. (2006)
  • Publisher: Faculty of Actuarial Science & Insurance, City University London
  • Subject: HG
    arxiv: Computer Science::Performance | Quantitative Biology::Genomics | Statistics::Applications | Mathematics::Optimization and Control

A model for general insurance pricing is developed which represents a stochastic generalisation of the discrete model proposed by Taylor (1986). This model determines the insurance premium based both on the breakeven premium and the competing premiums offered by the res... View more
  • References (27)
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