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Chapter XI: Stochastic Control in Non-Life Insurance

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Risk and Insurance

Part of the book series: Probability Theory and Stochastic Modelling ((PTSM,volume 96))

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Abstract

In most of the insurance models considered so far, strategies have been static: premiums, arrangements for premiums, reinsurance, dividends or investment, etc. have been fixed once and for all at t = 0.

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Asmussen, S., Steffensen, M. (2020). Chapter XI: Stochastic Control in Non-Life Insurance. In: Risk and Insurance. Probability Theory and Stochastic Modelling, vol 96. Springer, Cham. https://doi.org/10.1007/978-3-030-35176-2_11

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