Optimal Loss Financing Under Bonus-Malus Contracts

DOI10.2143/AST.31.1.1000MaRDI QIDQ4461288zbMATH 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.31.1.1000

zbMATH Keywords

insurance contractsrelative cost functiontrue compensationtrue deductible

Mathematics Subject Classification ID

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

Recommendations

• Optimal Insurance Coverage under Bonus-Malus Contracts
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Cited in

(1)

• Stationary probabilities and the monotone likelihood ratio in bonus-malus systems

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