MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE

DOI10.1017/ASB.2017.3zbMath1390.62201OpenAlexW2600445812MaRDI QIDQ4563799

Lourdes B. Afonso, Rui M. R. Cardoso, Alfredo D. Egídio dos Reis, Gracinda R. Guerreiro

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2017.3

zbMATH Keywords

Markov chainruin probabilityfinite-time ruin probabilitybonus-malusexperience rating

Mathematics Subject Classification ID

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

Related Items (3)

Microscopic traffic models, accidents, and insurance losses ⋮ Experience-Rating Mechanisms in Auto Insurance: Implications for High-Risk, Low-Risk, and Novice Drivers ⋮ Discrete-time risk models with surplus-dependent premium corrections

Cites Work

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• Bivariate credibility bonus-malus premiums distinguishing between two types of claims
• Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums
• Actuarial Modelling of Claim Counts
• A credibility theory for automobile bonus systems
• A Note on Ruin in a Two State Markov Model
• On bonus systems with credibility scales

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