Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks

The paper revisits the classical problem of premium rating within a heterogeneous portfolio of insurance risks using a continuous stochastic control framework. The portfolio is divided into several classes where each class interacts with the others. The risks are modelled dynamically by the means of...

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Main Authors: Athanasios A. Pantelous, Nicholas E. Frangos, Alexandros A. Zimbidis
Format: Article
Language:English
Published: Wiley 2009-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2009/451856
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author Athanasios A. Pantelous
Nicholas E. Frangos
Alexandros A. Zimbidis
author_facet Athanasios A. Pantelous
Nicholas E. Frangos
Alexandros A. Zimbidis
author_sort Athanasios A. Pantelous
collection DOAJ
description The paper revisits the classical problem of premium rating within a heterogeneous portfolio of insurance risks using a continuous stochastic control framework. The portfolio is divided into several classes where each class interacts with the others. The risks are modelled dynamically by the means of a Brownian motion. This dynamic approach is also transferred to the design of the premium process. The premium is not constant but equals the drift of the Brownian motion plus a controlled percentage of the respective volatility. The optimal controller for the premium is obtained using advanced optimization techniques, and it is finally shown that the respective pricing strategy follows a more balanced development compared with the traditional premium approaches.
format Article
id doaj-art-1085f9a0831b4482bd41e85586b8779f
institution Kabale University
issn 1687-952X
1687-9538
language English
publishDate 2009-01-01
publisher Wiley
record_format Article
series Journal of Probability and Statistics
spelling doaj-art-1085f9a0831b4482bd41e85586b8779f2025-08-20T03:55:44ZengWileyJournal of Probability and Statistics1687-952X1687-95382009-01-01200910.1155/2009/451856451856Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance RisksAthanasios A. Pantelous0Nicholas E. Frangos1Alexandros A. Zimbidis2Department of Statistics, Athens University of Economics and Business, 76 Patision Street, Athens 104 34, GreeceDepartment of Statistics, Athens University of Economics and Business, 76 Patision Street, Athens 104 34, GreeceDepartment of Statistics, Athens University of Economics and Business, 76 Patision Street, Athens 104 34, GreeceThe paper revisits the classical problem of premium rating within a heterogeneous portfolio of insurance risks using a continuous stochastic control framework. The portfolio is divided into several classes where each class interacts with the others. The risks are modelled dynamically by the means of a Brownian motion. This dynamic approach is also transferred to the design of the premium process. The premium is not constant but equals the drift of the Brownian motion plus a controlled percentage of the respective volatility. The optimal controller for the premium is obtained using advanced optimization techniques, and it is finally shown that the respective pricing strategy follows a more balanced development compared with the traditional premium approaches.http://dx.doi.org/10.1155/2009/451856
spellingShingle Athanasios A. Pantelous
Nicholas E. Frangos
Alexandros A. Zimbidis
Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks
Journal of Probability and Statistics
title Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks
title_full Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks
title_fullStr Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks
title_full_unstemmed Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks
title_short Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks
title_sort optimal premium pricing for a heterogeneous portfolio of insurance risks
url http://dx.doi.org/10.1155/2009/451856
work_keys_str_mv AT athanasiosapantelous optimalpremiumpricingforaheterogeneousportfolioofinsurancerisks
AT nicholasefrangos optimalpremiumpricingforaheterogeneousportfolioofinsurancerisks
AT alexandrosazimbidis optimalpremiumpricingforaheterogeneousportfolioofinsurancerisks