| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260012391 |
| 003 | | | MAP |
| 005 | | | 20260422173759.0 |
| 008 | | | 260421e20260316esp|||p |0|||b|spa d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | | | $0MAPA20210005350$aWei, Pengyu |
| 245 | 1 | 2 | $aA Stochastic model of mutual insurance under heterogeneous time preferences$cPengyu Wei, Wei Wei and Charles Yang |
| 520 | | | $aThis article develops a stochastic control model for mutual insurance companies whose policyholders exhibit heterogeneous or present-biased time preferences. The premium control problem is shown to be time-inconsistent, and the authors adopt an intrapersonal game-theoretic framework to derive a time-consistent equilibrium strategy. The equilibrium policy is characterized by a reserve threshold that determines whether premiums are charged at minimum or maximum rates. Numerical examples illustrate how greater heterogeneity in time preferences leads to lower reserve thresholds. The model provides theoretical insights for premium design in mutual insurers facing diverse policyholder preferences |
| 650 | | 4 | $0MAPA20080589875$aControl estocástico |
| 650 | | 4 | $0MAPA20080592011$aModelos actuariales |
| 650 | | 4 | $0MAPA20080579258$aCálculo actuarial |
| 650 | | 4 | $0MAPA20080542160$aPrimas |
| 650 | | 4 | $0MAPA20080611651$aMutualidades de seguros |
| 700 | 1 | | $0MAPA20260007410$aWei Wei |
| 700 | | | $0MAPA20100034262$aYang, Charles C. |
| 773 | 0 | | $wMAP20077000239$g16/03/2026 Tomo 30 Número 1 - 2026 , 19 p.$x1092-0277$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997- |
