Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
By Lourdes B. Afonso, Rui M.R. Cardoso, Alfredo D. Egídio dos Reis and Gracinda Rita Guerreiro
| Year of publication: |
2017
|
|---|---|
| Authors: | Afonso, Lourdes B. ; Cardoso, Rui M. R. ; Reis, Alfredo D. Egídio dos ; Guerreiro, Gracinda Rita |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 2, p. 417-435
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| Subject: | Ruin probability | finite-time ruin probability | bonus-malus | Markov chain | experience rating | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Markov-Kette | Kfz-Versicherung | Automobile insurance | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729575