Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities

DOI10.1016/j.insmatheco.2016.03.007zbMath1369.91098OpenAlexW2307731726MaRDI QIDQ320284

Chong It Tan

Publication date: 6 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.03.007

zbMATH Keywords

bonus-malus systema posteriori ratinga priori claim frequencyoptimal relativitiestransition rules

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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