Publicação
Preliminary results on confidence intervals for open bonus malus
| dc.contributor.author | Guerreiro, Gracinda R. | |
| dc.contributor.author | Mexia, João T. | |
| dc.contributor.author | Miguens, Maria F. | |
| dc.contributor.institution | DM - Departamento de Matemática | |
| dc.coverage.spatial | Berlin, Heidelberg | |
| dc.date.accessioned | 2020-02-26T23:16:35Z | |
| dc.date.available | 2020-02-26T23:16:35Z | |
| dc.date.issued | 2013 | |
| dc.description | This work was partially supported by Financiamento Base 2009 ISFL-1-297 from FCT/MCTES/PT. | |
| dc.description.abstract | 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. | en |
| dc.description.version | authorsversion | |
| dc.description.version | published | |
| dc.format.extent | 8 | |
| dc.format.extent | 159988 | |
| dc.identifier.doi | 10.1007/978-3-642-34904-1_23 | |
| dc.identifier.isbn | 978-3-642-34903-4 | |
| dc.identifier.isbn | 978-3-642-34904-1 | |
| dc.identifier.issn | 2194-7767 | |
| dc.identifier.other | PURE: 13327553 | |
| dc.identifier.other | PURE UUID: 4c575467-d97b-4c54-a89c-b8ee231ec109 | |
| dc.identifier.other | Scopus: 84908674230 | |
| dc.identifier.other | ORCID: /0000-0003-4805-2638/work/218920016 | |
| dc.identifier.uri | http://hdl.handle.net/10362/93356 | |
| dc.identifier.url | https://www.scopus.com/pages/publications/84908674230 | |
| dc.language.iso | eng | |
| dc.peerreviewed | yes | |
| dc.publisher | Springer International Publishing | |
| dc.subject | Annulment probability | |
| dc.subject | Claim frequency | |
| dc.subject | Initial classification | |
| dc.subject | Quota share | |
| dc.subject | Transient state | |
| dc.subject | Statistics and Probability | |
| dc.title | Preliminary results on confidence intervals for open bonus malus | en |
| dc.type | book part | |
| degois.publication.firstPage | 223 | |
| degois.publication.lastPage | 230 | |
| degois.publication.title | Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess |
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