An alternative approach to bonus malus

zbMATH Open1165.62349MaRDI QIDQ5321069FDOQ5321069

Authors: Gracinda R. Guerreiro, João Tiago Mexia 

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 (8)

• Stable distributions for open populations subject to periodical reclassifications
• 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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