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@inproceedings{1205391, author = {Kafková, Silvie}, address = {Brno}, booktitle = {European financial systems 2014. Proceedings of the 11th international scientific conference}, editor = {Oleg Deev, Veronika Kajurová, Jan Krajíček}, keywords = {Markov chain; premium; bonus-malus system}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Brno}, isbn = {978-80-210-7153-7}, pages = {295-299}, publisher = {Masarykova univerzita}, title = {Relative premium in vehicle insurance}, year = {2014} }
TY - JOUR ID - 1205391 AU - Kafková, Silvie PY - 2014 TI - Relative premium in vehicle insurance PB - Masarykova univerzita CY - Brno SN - 9788021071537 KW - Markov chain KW - premium KW - bonus-malus system N2 - Very important task of the actuary is to create a fair tariff structure. This structure has to fairly divide the burden of claims among policyholders. The subject of this paper is bonus-malus system in vehicle insurance. This system penalizes drivers responsible for accidents and rewards the drivers for claim-free years. First the long term behavior of BM system is examined. A stationary distribution of the drivers is calculated based on Markov chains. Then the relative premium associated with each level of BM system is calculated. For this purposes, quadratic loss function and Bayesian approach are used. Finally, we compare the calculated relative premium to the relative premium from Czech Insurance Company. ER -
KAFKOVÁ, Silvie. Relative premium in vehicle insurance. In Oleg Deev, Veronika Kajurová, Jan Krajíček. \textit{European financial systems 2014. Proceedings of the 11th international scientific conference}. Brno: Masarykova univerzita. s.~295-299. ISBN~978-80-210-7153-7. 2014.
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