Li, Shu; Landriault, David; Lemieux, Christiane - In: Insurance: Mathematics and Economics 60 (2015) C, pp. 38-46
In this paper, we consider a risk model which allows the insurer to partially reflect the recent claim experience in the determination of the next period’s premium rate. In a ruin context, similar mechanisms to the one proposed in this paper have been studied by, e.g., Tsai and Parker (2004),...
