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英文标题：
《Price Optimisation for New Business》
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作者：
Maissa Tamraz and Yaming Yang
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最新提交年份：
2017
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英文摘要：
This contribution is concerned with price optimisation of the new business for a non-life product. Due to high competition in the insurance market, non-life insurers are interested in increasing their conversion rates on new business based on some profit level. In this respect, we consider the competition in the market to model the probability of accepting an offer for a specific customer. We study two optimisation problems relevant for the insurer and present some algorithmic solutions for both continuous and discrete case. Finally, we provide some applications to a motor insurance dataset.
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中文摘要：
这一贡献涉及非寿险产品新业务的价格优化。由于保险市场竞争激烈，非寿险保险公司有兴趣根据一定的利润水平提高新业务的转换率。在这方面，我们考虑市场竞争来模拟接受特定客户报价的可能性。我们研究了与保险公司相关的两个优化问题，并针对连续和离散情况给出了一些算法解决方案。最后，我们提供了一些汽车保险数据集的应用程序。
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Computational Finance 计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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