A note on bonus scales

We revisit the optimal bonus scales introduced by Norberg (Norberg, R., 1976, Scandinavian Actuarial Journal (2): 92-107), Borgan, Hoem, and Norberg (Borgan, O., J. Hoem, and R. Norberg, 1981, Scandinavian Actuarial Journal (2): 165-178), and Gilde and Sundt (Gilde, V., and B. Sundt, 1989, Scandinav...

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Bibliographic Details
Main Author: Centeno, M. de Lourdes (author)
Other Authors: Silva, João Andrade e (author)
Format: article
Language:eng
Published: 2022
Subjects:
Bonus Scales
Open Portfolio Insurance
Geometric Scales
Online Access:http://hdl.handle.net/10400.5/24421
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/24421
Description
Summary:We revisit the optimal bonus scales introduced by Norberg (Norberg, R., 1976, Scandinavian Actuarial Journal (2): 92-107), Borgan, Hoem, and Norberg (Borgan, O., J. Hoem, and R. Norberg, 1981, Scandinavian Actuarial Journal (2): 165-178), and Gilde and Sundt (Gilde, V., and B. Sundt, 1989, Scandinavian Actuarial Journal (1): 13-22) and underline some potential problems of the linear scales. As a possible solution we propose the use of geometric scales..

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