Optimal Insurance Coverage under Bonus-Malus Contracts

DOI10.2143/AST.31.1.1001MaRDI QIDQ4461289zbMATH OpenFDO

Authors Jon Holtan

Publication date 30 March 2004

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/AST.31.1.1001

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(6)

• Optimal insurance design with a bonus
• An insurance model with bonus - malus system
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• Optimal Loss Financing Under Bonus-Malus Contracts
• FAIR ACTUARIAL VALUES FOR DEDUCTIBLE INSURANCE POLICIES IN THE PRESENCE OF PARAMETER UNCERTAINTY
• Optimal proportional insurance under claim habit

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