Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains
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References listed on IDEAS
- Lemaire, Jean, 1977. "La Soif du Bonus," ASTIN Bulletin, Cambridge University Press, vol. 9(1-2), pages 181-190, January.
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Cited by:
- Martinek, László & Arató, N. Miklós, 2019. "An approach to merit rating by means of autoregressive sequences," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 205-217.
- Aivars Spilbergs & Andris Fomins & Māris Krastiņš, 2022. "Multivariate Modelling of Motor Third Party Liability Insurance Claims," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 8(1), pages 5-18.
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Keywords
bonus malus; markov chains;NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2016-10-23 (Computational Economics)
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