Bonus systems in an open portfolio.

DOI10.1016/S0167-6687(00)00082-2zbMath1055.91021MaRDI QIDQ1413272

Maria de Lourdes Centeno, João Manuel Andrade e Silva

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Markov chainsStationary distributionClosed model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Optimal Bonus Scales Under Path-Dependent Bonus Rules ⋮ On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit ⋮ Stable distributions for open populations subject to periodical reclassifications

Cites Work

• A credibility theory for automobile bonus systems
• On bonus systems with credibility scales
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