Optimal Premium Control in a Non-life Insurance Business

Authors
Vandebroek, M. Dhaene, J.
Citation
M. Vandebroek, et J. Dhaene,, Optimal Premium Control in a Non-life Insurance Business, Scandinavian actuarial journal , 1990(1), 1990, pp. 3-13
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1990
Issue
1
Year of publication
1990
Pages
3 - 13
Database
ACNP
SICI code
Abstract
The optimal premium control in a non-life insurance business is determined using dynamic programming techniques. The optimality is measured in terms of solvency and a sufficient smoothing of the premium and the surplus variations in time.