An approach to merit rating by means of autoregressive sequences
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Publication:1735050
DOI10.1016/j.insmatheco.2019.01.008zbMath1419.91379MaRDI QIDQ1735050
N. Miklós Arató, László Martinek
Publication date: 28 March 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.01.008
autoregressive processes; financial equilibrium; bonus-malus systems; experience rating; model optimisation
62P05: Applications of statistics to actuarial sciences and financial mathematics