[图书][B] Actuarial modelling of claim counts: Risk classification, credibility and bonus-malus systems

M Denuit, X Maréchal, S Pitrebois, JF Walhin - 2007 - books.google.com
There are a wide range of variables for actuaries to consider when calculating a motorist's
insurance premium, such as age, gender and type of vehicle. Further to these factors …

Joint optimization of transition rules and the premium scale in a bonus-malus system

KC Ágoston, M Gyetvai - ASTIN Bulletin: The Journal of the IAA, 2020 - cambridge.org
Bonus-malus systems (BMSs) are widely used in actuarial sciences. These systems are
applied by insurance companies to distinguish the policyholders by their risks. The most …

Optimization of transition rules in a Bonus-Malus system

M Gyetvai, KC Ágoston - Electronic Notes in Discrete Mathematics, 2018 - Elsevier
Bonus-Malus systems are widely used in the insurance business. For the operation of such
systems transition rules and premium scales need to established. Optimization of these …

Financial and technical analysis of insurance sector with goal programming model

BZ Karagül - Sigma Journal of Engineering and Natural Sciences, 2018 - dergipark.org.tr
In today's business environment, management decision making in many insurance agencies
and banks has become a complex task. Profit maximization or cost minimization are not …

An average model approach to experience based premium rates discounts: An application to Spanish agricultural insurance

JL Vilar-Zanón, A Heras, E de Frutos - European Actuarial Journal, 2020 - Springer
We address some issues in agricultural insurance, describing drawbacks of the bonus-
malus system (BMS) methodology used in Spain and many other EU countries. We develop …

Некоторые аспекты теории линейного программирования

АВ Киселев, ВА Мушруб - Вестник Российского государственного …, 2013 - elibrary.ru
Хорошо известно, что нулевая двойственная оценка (теневая цена) свободной
переменной приводит к неединственности оптимального решения задачи линейного …

Optimization of Bonus-Malus Systems

M Gyetvai - 2022 - phd.lib.uni-corvinus.hu
A Bónusz-málusz (BM) rendszer (BMR) egy kockázatkezelési módszer, amelyet leginkább
felelősségbiztosításoknál alkalmaznak. A legismertebb alkalmazása a Kötelező gépjármű …

[PDF][PDF] Reserva Matemática Actuarial para la extracción de recursos no-renovables a partir de variables de pérdida no-negativas

RR Miranda, JDL Barrientos - Rect@: Revista Electrónica de …, 2022 - dialnet.unirioja.es
A partir de la definición tradicional de la reserva matemática actuarial de un seguro de vida
vitalicio, se construye y estudia la reserva matemática para un recurso no-renovable, la cual …

[PDF][PDF] Comparison of an iterative heuristic and joint optimization in the optimization of bonus-malus systems

KC Ágoston, M Gyetvai - 2021 - real.mtak.hu
Bonus-malus system (BMS) is a risk managing method primarily used in liability insurances.
In a BMS there are finitely many classes, each having a different premium. At the start of the …

[图书][B] On optimal monotone Bonus-Malus systems where the premiums depend both on the number and on the severity of the claims

H Bonsdorff - 2008 - Citeseer
Bonus-Malus systems depending both on the number and on the severity of claims are dealt
with (cf. Bonsdorff, 2005). We consider the existence and uniqueness of an optimal BMS …