Optimal decisions for an insurance contract with experience rating

DOI10.1007/BF02033184zbMath0812.90027OpenAlexW2051965146MaRDI QIDQ1339180

Werner Jammernegg, Peter Kischka

Publication date: 8 January 1995

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02033184

zbMATH Keywords

discrete-time dynamic decision modelexperience rating schemeinsurance of assets

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Dynamic programming (90C39) Economic growth models (91B62)

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Cites Work

• Information processing in dynamic decision models. An insurance demand example
• Sequential binary investment decisions. A Bayesian approach
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