MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE
Work
Year: 2017
Type: article
Abstract: 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 calcul... more
Source: Astin Bulletin
Institutions Universidade Nova de Lisboa, University of Lisbon
Cites: 20
Cited by: 12
Related to: 10
FWCI: 0.464
Citation percentile (by year/subfield): 81.9
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green