An Application of Linear Programming to Bonus Malus System Design

DOI10.2143/AST.34.2.505152MaRDI QIDQ5490574zbMATH OpenOpenAlexFDO

Authors

Publication date 4 October 2006

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.34.2.505152

zbMATH Keywords

bonus-malus systemselasticitylinear goal programmingpremium variabilityRSAL

Mathematics Subject Classification ID

Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Recommendations

• Bemerkungen zur Optimalität von Bonus/Malus-Systemen
• Joint optimization of transition rules and the premium scale in a bonus-malus system
• Analysis of relativity premium in bonus-malus system based on optimal linear method
• Claiming Strategies and Premium Levels for Bonus Malus Systems
• The Development of an Optimal Bonus-Malus System in a Competitive Market

Cites work

• Bonus-Malus Systems: “Lack of Transparency” and Adequacy Measure
• scientific article; zbMATH DE number 47228 (Why is no real title available?)
• scientific article; zbMATH DE number 194945 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• The Development of an Optimal Bonus-Malus System in a Competitive Market
• Theory of multiobjective optimization

Cited in

(4)

• An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance
• On bonus systems with credibility scales
• Joint optimization of transition rules and the premium scale in a bonus-malus system
• Stationary probabilities and the monotone likelihood ratio in bonus-malus systems

This page was built for publication: An Application of Linear Programming to Bonus Malus System Design

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5490574)