Have a personal or library account? Click to login
On monotone likelihood ratio of stationary probabilities in bonus-malus systems Cover

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

Open Access
|Nov 2022

References

  1. Ágoston, K., and Gyetvai, M. (2020). Joint Optimization of Transition Rules and the Premium scale in a Bonus-Malus System. ASTIN Bulletin: The Journal of the IAA, 50(3), pp. 743–776.10.1017/asb.2020.27
  2. Heras, A. T., Gil, J. A, García-Pineda, P. and Vilar, J. L. (2004). An Application of Linear Programming to Bonus Malus System Design. ASTIN Bulletin: The Journal of the IAA, 34(2), pp. 435–456.10.1017/S0515036100013775
  3. Kaas, R., Goovaerts, M., Dhaene, J., Denuit, M. (2001). Modern Actuarial Risk Theory Using R. Heidelberg: Springer.
  4. Kemeny, J. G. and Snell, J. L. (1976). Finite Markov Chains. Springer-Verlag New York.
  5. Lemaire, J. (1995). Bonus-Malus Systems in Automobile Insurance. Boston: Kluwer Academic Publisher.10.1007/978-94-011-0631-3
Language: English
Page range: 43 - 53
Submitted on: Nov 4, 2021
Published on: Nov 7, 2022
Published by: Corvinus University of Budapest
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2022 Kolos Csaba Ágoston, Márton Gyetvai, published by Corvinus University of Budapest
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.