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In this article we consider the surplus process of an insurance company within the Cramer-Lundberg framework. We study the optimal reinsurance strategy and dividend distribution of an insurance company under proportional reinsurance, in…

Optimization and Control · Mathematics 2026-05-22 Zakaria Aljaberi , Asma Khedher , Mohamed Mnif

We consider the valuation problem of an (insurance) company under partial information. Therefore we use the concept of maximizing discounted future dividend payments. The firm value process is described by a diffusion model with constant…

Mathematical Finance · Quantitative Finance 2016-02-16 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

This paper concerns an optimal dividend distribution problem for an insurance company with surplus-dependent premium. In the absence of dividend payments, such a risk process is a particular case of so-called piecewise deterministic Markov…

Portfolio Management · Quantitative Finance 2016-04-26 Ewa Marciniak , Zbigniew Palmowski

This paper considers optimal control problem of a large insurance company under a fixed insolvency probability. The company controls proportional reinsurance rate, dividend pay-outs and investing process to maximize the expected present…

Risk Management · Quantitative Finance 2010-06-01 Zongxia Liang , Jianping Huang

A well-designed framework for risk classification and ratemaking in automobile insurance is key to insurers' profitability and risk management, while also ensuring that policyholders are charged a fair premium according to their risk…

Applications · Statistics 2022-10-03 Spark C. Tseung , Ian Weng Chan , Tsz Chai Fung , Andrei L. Badescu , X. Sheldon Lin

In the hypothesis of rare loss events, the general expression of the policy value has been determined as a functional of the "expected frequency / loss severity" function and of the retention function. Exponential disutility has been chosen…

Probability · Mathematics 2008-12-02 Renato Ghisellini

Major events like natural catastrophes or the COVID-19 crisis have impact both on the financial market and on claim arrival intensities and claim sizes of insurers. Thus, when optimal investment and reinsurance strategies have to be…

Portfolio Management · Quantitative Finance 2025-10-16 Nicole Bäuerle , Gregor Leimcke

It is illustrated a methodology to compute the pure premium for the automobile insurance (claim frequency and severity) using generalized linear models. It is obtained the pure premium for the partial damage loss cover (PPD) using a set of…

Risk Management · Quantitative Finance 2017-07-13 William Guevara-Alarcón , Luz Mery González , Armando Antonio Zarruk

We study optimal proportional reinsurance and investment strategies for an insurance company which experiences both ordinary and catastrophic claims and wishes to maximize the expected exponential utility of its terminal wealth. We propose…

Portfolio Management · Quantitative Finance 2021-05-18 Claudia Ceci , Katia Colaneri , Alessandra Cretarola

Payments in parametric insurance solutions are linked to an index and thus decoupled from policyholders' true losses. While this principle has appealing operational benefits compared to traditional indemnity coverage, i.e. is very efficient…

Applications · Statistics 2026-03-02 Markus Johannes Maier , Matthias Scherer

We present an approach to the dynamic valuation of exposure risks in the multi-period setting, which incorporates a dynamic and multiple diversification of risks in Pareto optimal sense. This approach extends classical indifference premium…

Probability · Mathematics 2009-06-10 Kei Fukuda , Akihiko Inoue , Yumiharu Nakano

We analyze the limiting behavior of the risk premium associated with the Pareto optimal risk sharing contract in an infinitely expanding pool of risks under a general class of law-invariant risk measures encompassing rank-dependent utility…

Risk Management · Quantitative Finance 2021-07-06 Thomas Knispel , Roger J. A. Laeven , Gregor Svindland

Real-time bidding (RTB) has become a major paradigm of display advertising. Each ad impression generated from a user visit is auctioned in real time, where demand-side platform (DSP) automatically provides bid price usually relying on the…

Information Retrieval · Computer Science 2022-12-26 Zhimeng Jiang , Kaixiong Zhou , Mi Zhang , Rui Chen , Xia Hu , Soo-Hyun Choi

Bernard et al. (2015) study an optimal insurance design problem where an individual's preference is of the rank-dependent utility (RDU) type, and show that in general an optimal contract covers both large and small losses. However, their…

Mathematical Finance · Quantitative Finance 2022-01-07 Xu Zuo Quan , Zhou Xun Yu , Zhuang Sheng Chao

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

Artificial Intelligence · Computer Science 2018-06-26 Daniel S. Brown , Scott Niekum

The use of bonus-malus systems in compulsory liability automobile insurance is a worldwide applied method for premium pricing. If certain assumptions hold, like the conditional Poisson distribution of the policyholders claim number, then an…

Applications · Statistics 2012-03-06 Miklós Arató , László Martinek

Two modern trends in insurance are data-intensive underwriting and behavior-based insurance. Data-intensive underwriting means that insurers analyze more data for estimating the claim cost of a consumer and for determining the premium based…

Computers and Society · Computer Science 2026-01-14 Frederik Zuiderveen Borgesius , Marvin van Bekkum , Iris van Ooijen , Gabi Schaap , Maaike Harbers , Tjerk Timan

The frequent occurrence of natural disasters has posed significant challenges to society, necessitating the urgent development of effective risk management strategies. From the early informal community-based risk sharing mechanisms to…

Risk Management · Quantitative Finance 2025-08-06 Lichen Wang , Shijia Hua , Yuyuan Liu , Zhengyuan Lu , Liang Zhang , Linjie Liu , Attila Szolnoki

This paper develops a dynamic equilibrium model of the insurance market that jointly characterizes insurers' underwriting, investment, recapitalization, and dividend policies under model uncertainty and financial frictions. Competitive…

Risk Management · Quantitative Finance 2026-03-20 Bingzheng Chen , Jan Dhaene , Chun Liu , Shunzhi Pang

We develop a pricing rule for life insurance under stochastic mortality in an incomplete market by assuming that the insurance company requires compensation for its risk in the form of a pre-specified instantaneous Sharpe ratio. Our…

Pricing of Securities · Quantitative Finance 2008-12-02 Virginia R. Young
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