Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jori.12300
Reference12 articles.
1. MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE
2. Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums
3. Bonus systems in an open portfolio
4. A Non Asymptotic Criterion for the Evaluation of Automobile Bonus System;Borgan Ø.;Scandinavian Actuarial Journal,1981
5. Actuarial Modelling of Claim Counts
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