Optimal Claiming in an Automobile Insurance System with Bonus-Malus Structure

DOI10.2307/2582255MaRDI QIDQ3221246zbMATH OpenOpenAlexFDO

Authors J. Kolderman, A. Volgenant

Publication date 1985

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2582255

zbMATH Keywords

bonus-malus structuregeneralized Markovian programmingno-claim limitsoptimal claiming

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov and semi-Markov decision processes (90C40) Applications of mathematical programming (90C90)

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