Pricing no claims discount systems.

DOI10.1016/S0167-6687(02)00132-4MaRDI QIDQ1413352zbMATH OpenFDO

Authors Doron Kliger, Benny Levikson

Publication date 16 November 2003

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-6687(02)00132-4

zbMATH Keywords

Bonus-malusGame theoryMarkov decision processPricing insurance

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24)

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Cited in

(5)

• An insurance risk process with a generalized income process: a solvency analysis
• The optimal claiming strategies in a Bonus-Malus System and the monotony property
• Pricing NCD system with different discount levels
• scientific article; zbMATH DE number 2069336 (Why is no real title available?)
• Depreciation games

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