Continuous-time optimal reporting with full insurance under the mean-variance criterion
We study a continuous-time, loss-reporting problem for an insured with full insurance under
the mean-variance (MV) criterion. When a loss occurs, the insured faces two options: she …
the mean-variance (MV) criterion. When a loss occurs, the insured faces two options: she …
Optimal Loss Reporting in Continuous Time with Full Insurance
Experience-rating systems, such as bonus-malus systems, offer discounts on future
premiums to insureds who maintain a claim-free record, thereby generating incentives for …
premiums to insureds who maintain a claim-free record, thereby generating incentives for …