Ruin probabilities and capital requirement for open automobile portfolios with a bonus-malus system based on claim counts
For a large motor insurance portfolio, on an open environment, we study the impact of experience rating in finite and continuous time ruin probabilities. We consider a model for calculating ruin probabilities applicable to large portfolios with a Markovian Bonus‐Malus System (BMS), based on claim co...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/24442 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/24442 |