An alternative model for bonus-malus system

MaRDI QIDQ2951107zbMATH OpenFDO

Authors Anahit G. Gulyan

Publication date 9 October 2015

Full work available at URL http://mathnet.ru/eng/uzeru/y2015/i1/p15

zbMATH Keywords

aggregate premiummartingalesoptimal bonus-malus

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(9)

• A computational model of a bonus-malus system with a variable trend
• An approach to merit rating by means of autoregressive sequences
• Further comments on the paper ``Setting a bonus-malus scale in the presence of other rating factors by Taylor
• ``Bonus hunger behavior in the alternative bonus-malus system
• An alternative approach to bonus malus
• Krankheitskostentarife mit erfolgsunabhÄngiger Beitragsrückerstattung
• Bemerkungen zur Optimalität von Bonus/Malus-Systemen
• Bonus-Malus Systems
• On the aggregation of experts' information in bonus-malus systems

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