An alternative approach to bonus malus

zbMATH Open1165.62349MaRDI QIDQ5321069FDOQ5321069

João Tiago Mexia, Gracinda R. Guerreiro

Publication date: 22 July 2009

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zbMATH Keywords

stochastic vorticeslong run distributionbonus malusoptimal bonus scales.

Mathematics Subject Classification ID

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

Cited In (4)

• Stable distributions for open populations subject to periodical reclassifications
• Optimal Bonus Scales Under Path-Dependent Bonus Rules
• Bonus-Malus Systems
• Bonus-malus Systems in a Deregulated Environment: Forecasting Market Shares Using Diffusion Models

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