Stationary distributions of Markov chain models of the bonus-malus system
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bonus-malus systemconvergence rateinsuranceMarkov chainsPerron-Frobenius theoremstationary distributions
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) Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)
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