An agent-based system with temporal data mining for monitoring financial stability on insurance markets

作者：

Highlights：

• Knowledge discovery on agent-based simulations predicts market instability.

• Cycles on insurance markets can be forecast.

• Aggressive price-undercutting by some insurers creates a winners curse.

• Regulators should monitor pricing patterns of insurers.

摘要

•Knowledge discovery on agent-based simulations predicts market instability.•Cycles on insurance markets can be forecast.•Aggressive price-undercutting by some insurers creates a winners curse.•Regulators should monitor pricing patterns of insurers.

论文关键词：Agents,Motif,Anomaly,Cycle,Crisis,Automobile insurance

论文评审过程：Received 3 August 2018, Revised 4 January 2019, Accepted 16 January 2019, Available online 16 January 2019, Version of Record 22 January 2019.

论文官网地址：https://doi.org/10.1016/j.eswa.2019.01.049