In this paper, the porpuse is to determine an optimal premium in order
to increase the insurer's SMR using a control model. For this purpose,
First, a stochastic dynamic model is introduced to describe the process
of receiving premium and paying claims. Then, the premium variable is
introduced as the problem control variable. Next, In order to increase
SMR and control the premium, an appropriate objective function is
defined for control variables and state variables. In the end, after
deterministing and discreting the model, the optimal control problem by
using particle swarm is solved.