Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
Motor insurance is a very competitive business where insurers operate with quite large portfolios, often decisions must be taken under short horizons and therefore ruin probabilities should be calculated in finite time. The probability of ruin, in continuous and finite time, is numerically evaluated...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/24444 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/24444 |