Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
Year of publication: |
2014
|
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Authors: | Asmussen, Søren |
Published in: |
Risks. - MDPI, Open Access Journal, ISSN 2227-9091. - Vol. 2.2014, 1, p. 49-73
|
Publisher: |
MDPI, Open Access Journal |
Subject: | actuarial mathematics | Bayes premium | equilibrium distribution | experience rating | insurance portfolio | Markov chain | motor insurance | Poisson claims | stationary distribution |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | C - Mathematical and Quantitative Methods ; G0 - Financial Economics. General ; G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; M2 - Business Economics ; M4 - Accounting and Auditing ; K2 - Regulation and Business Law |
Source: |
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Modeling and performance of bonus-malus systems : stationarity versus age-correction
Asmussen, Søren, (2014)
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Modeling and performance of bonus-malus systems: Stationarity versus age-correction
Asmussen, Søren, (2014)
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Chen, An, (2015)
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Point processes with finite-dimensional conditional probabilities
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Ladder height distributions with marks
Asmussen, Søren, (1995)
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On optional stopping of some exponential martingales for Lévy processes with or without reflection
Asmussen, Søren, (2001)
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