Optimal Bonus Scales Under Path-Dependent Bonus Rules

DOI10.1080/03461230110106264MaRDI QIDQ4791989zbMATH OpenOpenAlexFDO

Authors Maria de Lourdes Centeno, João Manuel Andrade e Silva

Publication date 6 February 2003

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461230110106264

zbMATH Keywords

Markov chainsbonus systemsbonus scale

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A credibility theory for automobile bonus systems
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• On bonus systems with credibility scales

Cited in

(2)

• On bonus systems with credibility scales
• Optimal relativities and transition rules of a bonus-malus system

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