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Optimal time to change premiums
Erhan Bayraktar,
H. Vincent Poor
Electrical and Computer Engineering
High Meadows Environmental Institute
Center for Statistics & Machine Learning
Research output
:
Contribution to journal
›
Article
›
peer-review
3
Scopus citations
Overview
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Dive into the research topics of 'Optimal time to change premiums'. Together they form a unique fingerprint.
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Business & Economics
Sufficient Statistics
81%
Premium
67%
Jump
65%
Insurance Companies
52%
Compound Poisson Process
40%
Optimal Stopping Problem
39%
Time Change
36%
Fair Value
32%
Random Variables
28%
Profit
15%
Mathematics
Sufficient Statistics
68%
Insurance
60%
Jump
46%
Time Change
37%
Compound Poisson Process
36%
Optimal Stopping Problem
35%
Profit
32%
Evaluate
22%
Random variable
20%
Engineering & Materials Science
Insurance
100%
Statistics
63%
Random variables
43%
Profitability
37%
Industry
37%