Optimal claim behaviour for vehicle damage insurances

DOI10.1016/0167-6687(93)90235-HzbMATH Open0778.62094MaRDI QIDQ689563FDOQ689563

Authors: J. B. G. Frenk, L. P. van Rijsoort, Nico Dellaert 

Publication date: 12 December 1993

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

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zbMATH Keywords

Markov decision processesoptimal stopping ruleautomobile insurancebonus-malus systemsoptimal claim behaviourrisk sensitive policy holdervehicle damage insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Statistical tables (62Q05) Markov and semi-Markov decision processes (90C40)

Cites Work

• A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks
• Risk-Sensitive Markov Decision Processes
• Optimal claim behaviour for third-party liability insurances or To claim or not to claim: that is the question

Cited In (9)

• Optimal decisions for an insurance contract with experience rating
• Optimal Claiming in an Automobile Insurance System with Bonus-Malus Structure
• Optimal claim behaviour for third-party liability insurances or To claim or not to claim: that is the question
• Optimal Spacing of “Covered” and “Exposed” Time Intervals in a Stochastic Process with High Penalty Costs: Applications to Parking and Insurance
• Optimal, near-optimal and rule-of-thumb claiming rules for a protected bonus vehicle insurance policy
• A continuous time solution for optimal claim limits in vehicle insurance
• Choosing the instant of insurance commencement
• Optimal decision rule in forming an insurance portfolio
• Optimal claim behaviour for third-party liability insurances with perfect information

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