Non-Life Insurance Pricing: Multi Agents Model
Statistical Mechanics
2009-11-10 v1 Pricing of Securities
Abstract
We use the maximum entropy principle for pricing the non-life insurance and recover the B\"{u}hlmann results for the economic premium principle. The concept of economic equilibrium is revised in this respect.
Cite
@article{arxiv.cond-mat/0402239,
title = {Non-Life Insurance Pricing: Multi Agents Model},
author = {Amir H. Darooneh},
journal= {arXiv preprint arXiv:cond-mat/0402239},
year = {2009}
}
Comments
6 pages, revtex4