Statistical approach for open bonus malus

DOI10.1017/ASB.2013.26MaRDI QIDQ5410250zbMATH OpenOpenAlexFDO

Authors Maria de Fátima Miguens, Gracinda R. Guerreiro, João Tiago Mexia

Publication date 16 April 2014

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/asb.2013.26

zbMATH Keywords

bonus-malus systemslimit distributionMarkov chainsopen portfoliostatistical inferencestochastic vortices

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A model for open populations subject to periodical re-classifications
• Bonus-Malus scales using exponential loss functions
• scientific article; zbMATH DE number 5281111 (Why is no real title available?)
• scientific article; zbMATH DE number 2146311 (Why is no real title available?)
• Mathematical methods of statistics.
• Stochastic vortices in periodically reclassified populations

Cited in

(3)

• From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations
• On the evolution and asymptotic analysis of open Markov populations: application to consumption credit
• An alternative approach to bonus malus

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