Risk models with premiums adjusted to claims number

DOI10.1016/j.insmatheco.2015.09.001zbMath1348.91160OpenAlexW1773784542MaRDI QIDQ896749

Bo Li, Weihong Ni, Corina Constantinescu

Publication date: 14 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.09.001

zbMATH Keywords

ruin probabilityBayesian estimationmixed Poisson processbonus-malusLukacs' theorem

Mathematics Subject Classification ID

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

Related Items (4)

MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE ⋮ A new uncertain insurance model with variational lower limit ⋮ An uncertain alternating renewal insurance risk model ⋮ Discrete-time risk models with surplus-dependent premium corrections

Cites Work

• Risk processes with dependence and premium adjusted to solvency targets
• Ruin probabilities in classical risk models with gamma claims
• The History of ASTIN. Invited Lecture at the 50 Years Anniversary of ASTIN
• A Characterization of the Gamma Distribution
• Probability of ruin with variable premium rate in a Markovian environment
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