Modal Interval Probability: Application to Bonus-Malus Systems

DOI10.1142/S0218488520500361MaRDI QIDQ5876080zbMATH OpenOpenAlexFDO

Authors Romàn Adillon, Lambert Jorba, Maite Mármol

Publication date 31 January 2023

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218488520500361

zbMATH Keywords

bonus-malus systemsinterval probabilityMarkov chainmodal intervals

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Reasoning under uncertainty in the context of artificial intelligence (68T37) Actuarial mathematics (91G05)

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Cited in

(4)

• An extended Perona-Malik model based on probabilistic models
• Comparative analysis of various probability distributions in modelling of bonus-malus systems
• Ergänzungen zu “Erweiterungen des Negativ-Binomial-Modells für Bonus/Malus-Systeme”
• An extension of interval probabilities using modal interval theory and its application to non-life insurance

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