Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
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References listed on IDEAS
- Frangos, Nicholas E. & Vrontos, Spyridon D., 2001. "Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 31(01), pages 1-22, May.
- Mahmoudvand, Rahim & Hassani, Hossein, 2009. "Generalized Bonus-Malus Systems with a Frequency and a Severity Component on an Individual Basis in Automobile Insurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 39(01), pages 307-315, May.
- Bonsdorff, Heikki, 1992. "On the Convergence Rate of Bonus-Malus Systems," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 22(02), pages 217-223, November.
- Lemaire, Jean & Zi, Hongmin, 1994. "A Comparative Analysis of 30 Bonus-Malus Systems," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 24(02), pages 287-309, November.
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- Julie Thøgersen, 2016. "Optimal Premium as a Function of the Deductible: Customer Analysis and Portfolio Characteristics," Risks, MDPI, Open Access Journal, vol. 4(4), pages 1-19, November.
- Corina Constantinescu & Suhang Dai & Weihong Ni & Zbigniew Palmowski, 2016. "Ruin Probabilities with Dependence on the Number of Claims within a Fixed Time Window," Risks, MDPI, Open Access Journal, vol. 4(2), pages 1-23, June.
More about this item
Keywordsactuarial mathematics; Bayes premium; equilibrium distribution; experience rating; insurance portfolio; Markov chain; motor insurance; Poisson claims; stationary distribution;
- C - Mathematical and Quantitative Methods
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
- M2 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics
- M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting
- K2 - Law and Economics - - Regulation and Business Law
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