Optimal Bonus Scales Under Path-Dependent Bonus Rules

DOI10.1080/03461230110106264zbMath1015.62103OpenAlexW1976665019MaRDI QIDQ4791989

João Manuel Andrade e Silva, Maria de Lourdes Centeno

Publication date: 6 February 2003

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

Full work available at URL: https://doi.org/10.1080/03461230110106264

zbMATH Keywords

Markov chainsbonus systemsbonus scale

Mathematics Subject Classification ID

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

Related Items (1)

Optimal relativities and transition rules of a bonus-malus system

Cites Work

• Bonus systems in an open portfolio.
• A credibility theory for automobile bonus systems
• On bonus systems with credibility scales

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