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The combined effect of delay and feedback on the insurance pricing process: a control theory approach

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  • Zimbidis, Alexandros
  • Haberman, Steven

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  • Zimbidis, Alexandros & Haberman, Steven, 2001. "The combined effect of delay and feedback on the insurance pricing process: a control theory approach," Insurance: Mathematics and Economics, Elsevier, vol. 28(2), pages 263-280, April.
    • Handle: RePEc:eee:insuma:v:28:y:2001:i:2:p:263-280
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    References listed on IDEAS

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    1. Zimbidis, Alexandros & Haberman, Steven, 1993. "Delay, feedback and variability of pension contributions and fund levels," Insurance: Mathematics and Economics, Elsevier, vol. 13(3), pages 271-285, December.
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    Cited by:

    1. Yang, Lin & Pantelous, Athanasios A. & Assa, Hirbod, 2016. "Robust Stability, Stabilisation And H-Infinity Control For Premium-Reserve Models In A Markovian Regime Switching Discrete-Time Framework," ASTIN Bulletin, Cambridge University Press, vol. 46(3), pages 747-778, September.
    2. Zimbidis, Alexandros A., 2014. "Insurance pricing using H∞-control," Applied Mathematics and Computation, Elsevier, vol. 232(C), pages 685-697.
    3. Pantelous, Athanasios A. & Yang, Lin, 2014. "Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 133-143.

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