An insurance model with bonus - malus system
DOI10.12988/imf.2006.06104zbMath1160.62358OpenAlexW4210954146MaRDI QIDQ3436569
Lakhdar Aggoun, Lakdere Benkherouf
Publication date: 11 May 2007
Published in: International Mathematical Forum (Search for Journal in Brave)
Full work available at URL: http://www.m-hikari.com/imf-password/25-28-2006/BenkheroufIMF25-28-2006.pdf
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)