Stationary distributions of Markov chain models of the bonus-malus system
zbMATH Open1368.60075MaRDI QIDQ5267562FDOQ5267562
Authors: Ken-Ichi Hirose 
Publication date: 13 June 2017
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Markov chainsconvergence ratePerron-Frobenius theoreminsurancestationary distributionsbonus-malus system
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) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cited In (6)
- Bonus-malus Systems as Markov Set-chains
- Comparative analysis of various probability distributions in modelling of bonus-malus systems
- Modal Interval Probability: Application to Bonus-Malus Systems
- On monotone likelihood ratio of stationary probabilities in bonus-malus systems
- Ergänzungen zu “Erweiterungen des Negativ-Binomial-Modells für Bonus/Malus-Systeme”
- On the spectral properties and convergence of the bonus-malus Markov chain model
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