Bonus-malus Systems as Markov Set-chains

DOI10.2143/AST.37.1.2020798zbMath1162.91427OpenAlexW3142032694MaRDI QIDQ3632828

Małgorzata Niemiec

Publication date: 15 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.37.1.2020798

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cites Work

• Markov set-chains
• Component bounds on markov set-chain limiting sets

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