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Preliminary results on confidence intervals for open bonus malus
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Orientador(es)
Resumo(s)
Considering open portfolios, we analyze bonus–malus systems (BMS) under a realistic approach, as we already did in Guerreiro and Mexia (Discuss. Math. Probab. Stat. 24(2):197–213, 2004). Using stochastic vortices model we are now able to predict long-run distribution through confidence intervals.
Descrição
This work was partially supported by Financiamento Base 2009 ISFL-1-297 from FCT/MCTES/PT.
Palavras-chave
Annulment probability Claim frequency Initial classification Quota share Transient state Statistics and Probability
Contexto Educativo
Citação
Editora
Springer International Publishing