Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{1205446, author = {Kafková, Silvie}, address = {Ostrava, Czech Republic}, booktitle = {ŘÍZENÍ A MODELOVÁNÍ FINANČNÍCH RIZIK}, editor = {Ing. Miroslav Čulík, Ph.D.}, keywords = {Bonus-malus system; Markov chain; relative premium; Loimaranta efficiency}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Ostrava, Czech Republic}, isbn = {978-80-248-3631-7}, pages = {323-328}, publisher = {VŠB-Technická univerzita Ostrava, Ekonomická fakulta, katedra financí}, title = {Efficiency of bonus-malus system}, year = {2014} }
TY - JOUR ID - 1205446 AU - Kafková, Silvie PY - 2014 TI - Efficiency of bonus-malus system PB - VŠB-Technická univerzita Ostrava, Ekonomická fakulta, katedra financí CY - Ostrava, Czech Republic SN - 9788024836317 KW - Bonus-malus system KW - Markov chain KW - relative premium KW - Loimaranta efficiency N2 - This paper deals with bonus-malus (BM) system in vehicle insurance. This system penalizes drivers responsible for accidents and rewards the drivers for claim-free years. First the long term behaviour of BM system is studied. Then the relative Bayesian premium associated with each level of BM system is suggested for insurance portfolio. For this purposes, minimization of quadratic loss function and Bayesian approach are used. The calculated relative premium is compared to the relative premium from Czech Insurance Company. Finally, the efficiency of bonus-malus system is evaluated by Loimaranta efficiency. ER -
KAFKOVÁ, Silvie. Efficiency of bonus-malus system. In Ing. Miroslav Čulík, Ph.D. \textit{ŘÍZENÍ A MODELOVÁNÍ FINANČNÍCH RIZIK}. Ostrava, Czech Republic: VŠB-Technická univerzita Ostrava, Ekonomická fakulta, katedra financí, 2014, s.~323-328. ISBN~978-80-248-3631-7.
|