Bonus-malus systems with different claim types and varying deductibles

DOI10.15559/17-VMSTA80zbMath1414.91227arXiv1707.00917MaRDI QIDQ2360595

Olena Ragulina

Publication date: 4 July 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.00917

zbMATH Keywords

Markov chainstationary distributionbonus-malus systemindifference principleallocation principleclaim typevarying deductible

Mathematics Subject Classification ID

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Cites Work

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• Actuarial Modelling of Claim Counts
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• A credibility theory for automobile bonus systems
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS
• Bonus-Malus scales using exponential loss functions
• Bonus-malus Systems with Varying Deductibles

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