Preliminary results on confidence intervals for open bonus malus

Utilize este identificador para referenciar este registo: http://hdl.handle.net/10362/93356

Título:	Preliminary results on confidence intervals for open bonus malus
Autor:	Guerreiro, Gracinda R. Mexia, João T. Miguens, Maria F.
Palavras-chave:	Annulment probability Claim frequency Initial classification Quota share Transient state Statistics and Probability
Data:	2013
Editora:	Springer International Publishing
Citação:	Guerreiro, G. R., Mexia, J. T., & Miguens, M. F. (2013). Preliminary results on confidence intervals for open bonus malus. In J. Lita da Silva, F. Caeiro, I. Natário, & C. Braumann (Eds.), Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies (pp. 223-230). (Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies). Springer International Publishing. https://doi.org/10.1007/978-3-642-34904-1_23
Resumo:	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.
Peer review:	yes
URI:	http://hdl.handle.net/10362/93356
DOI:	https://doi.org/10.1007/978-3-642-34904-1_23
ISBN:	978-3-642-34903-4 978-3-642-34904-1
ISSN:	2194-7767
Aparece nas colecções:	FCT: DM - Capítulos de livros internacionais

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