Linear robust H-infinity stochastic control theory on the insurance premium-reserve processes
This thesis deals with the stability analysis of linear discrete-time premium-reserve (P-R) systems in a stochastic framework. Such systems are characterised by a mixture of the premium pricing process and the medium- and long- term stability in the accumulated reserve (surplus) policy, and they pla...
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University of Liverpool
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.677586 |