Optimal claim behaviour for vehicle damage insurances

DOI10.1016/0167-6687(93)90235-HzbMath0778.62094MaRDI QIDQ689563

L. P. van Rijsoort, J. B. G. Frenk, Nico P. Dellaert

Publication date: 12 December 1993

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

zbMATH Keywords

Markov decision processesoptimal stopping ruleautomobile insurancebonus-malus systemsoptimal claim behaviourrisk sensitive policy holdervehicle damage insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Markov and semi-Markov decision processes (90C40) Statistical tables (62Q05)

Cites Work

• Optimal claim behaviour for third-party liability insurances or To claim or not to claim: that is the question
• A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks
• Risk-Sensitive Markov Decision Processes

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