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Bounds for the optimal critical claim size of a bonus system

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Publication:1836256
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DOI10.1016/0167-6687(83)90004-5zbMath0504.62092OpenAlexW2067885116MaRDI QIDQ1836256

Nelson De Pril, Marc J. Goovaerts

Publication date: 1983

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/657194


zbMATH Keywords

optimal critical claim sizebounds for integralsbonus system


Mathematics Subject Classification ID

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


Related Items (2)

Insurance calculations using incomplete information ⋮ Bonus-Malus scales using exponential loss functions




Cites Work

  • Analytical best upper bounds on stop-loss premiums
  • Unnamed Item




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