On asymptotic properties of Bonus–Malus systems based on the number and on the size of the claims

DOI10.1080/03461230510009826zbMath1142.91037OpenAlexW1978955433MaRDI QIDQ3440867

Heikki Bonsdorff

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230510009826

zbMATH Keywords

rate of convergencesimulationspectral theorybonus-malus systemsgeneral Markov chainssize of the claims

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Bonus-malus systems with different claim types and varying deductibles ⋮ Random recurrence equations and ruin in a Markov-dependent stochastic economic environment

Cites Work

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• Strongly ergodic Markov chains and rates of convergence using spectral conditions
• Markov chains for exploring posterior distributions. (With discussion)
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance

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