On monotone likelihood ratio of stationary probabilities in bonus-malus systems

DOI10.2478/PUMA-2022-0023OpenAlexW4308412899MaRDI QIDQ5870586FDOQ5870586

Authors: Kolos Csaba Ágoston, Márton Gyetvai 

Publication date: 23 January 2023

Published in: Pure Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/puma-2022-0023

zbMATH Keywords

mixed integer programmingbonus-malus systemmonotone likelihood ratiooptimal premium scale

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Actuarial mathematics (91G05) Mixed integer programming (90C11)

Cited In (2)

• Comparative analysis of various probability distributions in modelling of bonus-malus systems
• Modal Interval Probability: Application to Bonus-Malus Systems

This page was built for publication: On monotone likelihood ratio of stationary probabilities in bonus-malus systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5870586)