Optimal Claiming in an Automobile Insurance System with Bonus-Malus Structure

DOI10.2307/2582255zbMath0557.62088OpenAlexW4243284340MaRDI QIDQ3221246

J. Kolderman, A. Volgenant

Publication date: 1985

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2582255

zbMATH Keywords

bonus-malus structureoptimal claiminggeneralized Markovian programmingno-claim limits

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Markov and semi-Markov decision processes (90C40)

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