An alternative approach to bonus malus

MaRDI QIDQ5321069zbMATH OpenFDO

Authors Gracinda R. Guerreiro, João Tiago Mexia

Publication date 22 July 2009

zbMATH Keywords

stochastic vorticeslong run distributionbonus malusoptimal bonus scales.

Mathematics Subject Classification ID

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

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(8)

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• Statistical approach for open bonus malus
• An alternative model for bonus-malus system
• A computational model of a bonus-malus system with a variable trend
• Optimal Bonus Scales Under Path-Dependent Bonus Rules
• Bonus-Malus Systems
• Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
• Bonus-malus Systems in a Deregulated Environment: Forecasting Market Shares Using Diffusion Models

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