English
Related papers

Related papers: Insurance Pricing Optimization via Off-Policy Eval…

200 papers

We study offline dynamic pricing when historical data provide incomplete coverage of the price space such that some candidate prices, including the optimal one, may be entirely unobserved. This setting is common in practice and is…

Machine Learning · Statistics 2026-05-25 Zeyu Bian , Lan Wang , Zhengling Qi

We present a general approach to the pricing of products in finance and insurance in the multi-period setting. It is a combination of the utility indifference pricing and optimal intertemporal risk allocation. We give a characterization of…

Pricing of Securities · Quantitative Finance 2008-12-02 Kei Fukuda , Akihiko Inoue , Yumiharu Nakano

This paper presents a novel approach to optimizing profit margins in non-life insurance markets through a gradient descent-based method, targeting three key objectives: 1) maximizing profit margins, 2) ensuring conversion rates, and 3)…

Machine Learning · Computer Science 2024-04-17 Vincent Grari , Marcin Detyniecki

This paper studies optimal insurance design under asymmetric information in a Stackelberg framework, where a monopolistic insurer faces uncertainty about both the insured's risk attitude, captured by a risk-aversion parameter, and the…

Risk Management · Quantitative Finance 2026-04-20 Xia Han , Bin Li

This paper analyzes optimal insurance design when the insurer internalizes the effect of coverage on third-party service prices. A monopolistic insurer contracts with risk-averse agents who have sequential two-dimensional private…

Theoretical Economics · Economics 2025-10-03 Andrea Di Giovan Paolo , Jose Higueras

We study optimal reinsurance in the framework of stochastic game theory, in which there is an insurer and two reinsurers. A Stackelberg model is established to analyze the non-cooperative relationship between the insurer and reinsurers,…

Mathematical Finance · Quantitative Finance 2023-05-02 Liyuan Lin , Fangda Liu , Jingzhen Liu abd Luyang Yu

Offline Preference-based Reinforcement Learning (PbRL) learns rewards and policies aligned with human preferences without the need for extensive reward engineering and direct interaction with human annotators. However, ensuring safety…

Artificial Intelligence · Computer Science 2025-12-24 Ze Gong , Pradeep Varakantham , Akshat Kumar

With the rise of the digital economy and an explosion of available information about consumers, effective personalization of goods and services has become a core business focus for companies to improve revenues and maintain a competitive…

Machine Learning · Computer Science 2022-11-04 Zhaonan Qu , Isabella Qian , Zhengyuan Zhou

This project works with the risk model developed by Li et al. (2015) and quests modelling, estimating and pricing insurance for risks brought in by innovative technologies, or other emerging or latent risks. The model considers two…

Statistics Theory · Mathematics 2019-05-20 Weihong Ni , Corina Constantinescu , Alfredo Egídio dos Reis , Véronique Maume-Deschamps

This paper studies Pareto-optimal reinsurance design in a monopolistic market with multiple primary insurers and a single reinsurer, all with heterogeneous risk preferences. The risk preferences are characterized by a family of risk…

Risk Management · Quantitative Finance 2025-12-15 Tim J. Boonen , Xia Han , Peng Liu , Jiacong Wang

Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. This work studies offline personalized pricing under endogeneity using an instrumental variable approach. Standard instrumental variable…

Methodology · Statistics 2023-02-27 Rui Miao , Zhengling Qi , Cong Shi , Lin Lin

We find the optimal indemnity to maximize the expected utility of terminal wealth of a buyer of insurance whose preferences are modeled by an exponential utility. The insurance premium is computed by a convex functional. We obtain a…

Mathematical Finance · Quantitative Finance 2024-01-17 Jingyi Cao , Dongchen Li , Virginia R. Young , Bin Zou

We consider the optimal investment and marginal utility pricing problem of a risk averse agent and quantify their exposure to a small amount of model uncertainty. Specifically, we compute explicitly the first-order sensitivity of their…

Mathematical Finance · Quantitative Finance 2021-11-15 Jan Obloj , Johannes Wiesel

This paper introduces a method for pricing insurance policies using market data. The approach is designed for scenarios in which the insurance company seeks to enter a new market, in our case: pet insurance, lacking historical data. The…

Applications · Statistics 2026-03-23 Pierre-Olivier Goffard , Pierrick Piette , Gareth W. Peters

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

Machine Learning · Computer Science 2020-11-05 Nathan Kallus , Masatoshi Uehara

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Data-driven pricing strategies are becoming increasingly common, where customers are offered a personalized price based on features that are predictive of their valuation of a product. It is desirable for this pricing policy to be simple…

Machine Learning · Statistics 2021-06-11 Max Biggs , Wei Sun , Markus Ettl

Off-Policy Evaluation (OPE) is an important practical problem in algorithmic ranking systems, where the goal is to estimate the expected performance of a new ranking policy using only offline logged data collected under a different, logging…

Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…

Machine Learning · Computer Science 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

We investigate the optimal investment-reinsurance problem for insurance company with partial information on the market price of the risk. Through the use of filtering techniques we convert the original optimization problem involving…

Portfolio Management · Quantitative Finance 2024-08-15 Claudia Ceci , Katia Colaneri