Concepedia

Optimization-based Pricing

Optimization-Based Pricing is a reinsurance pricing methodology that employs mathematical optimization techniques to determine risk-adjusted premium structures by systematically minimizing pricing errors or maximizing profitability under constrained risk and capital requirements.

62

Publications

1.9K

Citations

152

Authors

95

Institutions

Publications per year

2017–2026

20

Parents

Publications

62

A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)

Zhuliang Chen, Peter Forsyth · Numerische Mathematik · 2008 · 114 citations

, , +13

A Profit Maximization Approach to Demand Response Management with Customers Behavior Learning in Smart Grid

Fanlin Meng, Xiao‐Jun Zeng · IEEE Transactions on Smart Grid · 2015 · 100 citations

, , +17

Bilevel optimization applied to strategic pricing in competitive electricity markets

Marcia Fampa, Luiz Barroso, D. Candal et al. · Computational Optimization and Applications · 2007 · 98 citations

, , +16

Efficient Market Making via Convex Optimization, and a Connection to Online Learning

Jacob Abernethy, Yiling Chen, Jennifer Wortman Vaughan · ACM Transactions on Economics and Computation · 2013 · 82 citations

, , +15

Bilevel programming and price setting problems

Martine Labbé, Alessia Violin · 4OR · 2012 · 72 citations

, , +14

1–5 of 62

Authors

152

  1. AV
    Alessia Violin

    Université Libre de Bruxelles, Belgium

    3 publications · 137 citations

    3

    h-index

  2. PT
    Parimala Thulasiraman

    University of Manitoba, Canada

    2 publications · 38 citations

    2

    h-index

  3. ZG
    Zhangyu Guan

    University at Buffalo, State University of New York, United States

    2 publications · 82 citations

    2

    h-index

  4. SM
    Semyon Malamud

    Swiss Finance Institute, Switzerland

    2 publications · 64 citations

    2

    h-index

  5. YC
    Yiling Chen

    Harvard University Press, United States

    2 publications · 141 citations

    2

    h-index

1–5 of 152

Institutions

95

  1. Université Libre de Bruxelles

    Brussels, Belgium

    4 h-index

    6 publications

    278 citations

  2. University of California, Berkeley

    Berkeley, United States

    2 h-index

    2 publications

    82 citations

  3. City, University of London

    London, United Kingdom

    2 h-index

    4 publications

    192 citations

  4. ETH Zurich

    Zurich, Switzerland

    2 h-index

    6 publications

    192 citations

  5. Central South University

    Changsha, China

    2 h-index

    6 publications

    248 citations

  6. University of Haifa

    Haifa, Israel

    2 h-index

    6 publications

    192 citations

  7. University of Manitoba

    Winnipeg, Canada

    2 h-index

    6 publications

    114 citations

  8. Tamkang University

    Taipei, Taiwan

    2 h-index

    2 publications

    83 citations

1–8 of 95

Venues

  1. Insurance Mathematics and Economics

    5 publications · 142 citations

    5

    h-index

  2. European Journal of Operational Research

    3 publications · 61 citations

    4

    h-index

  3. Astin Bulletin

    4 publications · 128 citations

    4

    h-index

  4. 3

    h-index

  5. Expert Systems with Applications

    3 publications · 77 citations

    3

    h-index

1–5