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Abstrakty
The purpose of this paper is to present stationary properties of four 'extreme ' cases of bonus-malus systems fair by transition rules, characterized by rules of maximum/minimum ad-vancement and maximum/minimum fall in each class. General formulae for the stationary distributions and mean stationary premiums for these systems are derived. Also the first attempt to define the impact of a change in the number of classes on the values of mean stationary premium has been made. (original abstract)
Rocznik
Strony
69-81
Opis fizyczny
Twórcy
autor
- Szkoła Główna Handlowa w Warszawie
Bibliografia
- Lamaire J. (1995), Bonus-Malus Sysyems in Automobile Insurance, Kluwer Academic Publisher, Boston.
- Podgórska M., Kryszeń B., Niemiec M. (2008), Fair bonus-malus systems, Annales of Collegium of Economic Analyses, Volume 18, pp. 11-24.
- Podgórska M. (2008), Expected Premium in the Model of Bonus-malus Systems fair by Transitions Rules, Annales of Collegium of Economic Analyses, Volume 18, pp. 24-41.
- Podgórska M. (2008b), Extreme Types of Bonus-malus Systems Fair by Transition Rules, Annales of Collegium of Economic Analyses, Volume 18, pp.43-68.
Typ dokumentu
Bibliografia
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Identyfikator YADDA
bwmeta1.element.ekon-element-000171217347