Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{1570356,
author = {Zlatošová, Silvie},
address = {Brno},
booktitle = {EUROPEAN FINANCIAL SYSTEMS 2019},
editor = {Josef Nešleha Lukáš Marek Miroslav Svoboda Zuzana Rakovská},
keywords = {bonus-malus system; optimal relativities; non-asymptotic criterion; the efficiency of a bonus-malus system},
howpublished = {elektronická verze "online"},
language = {eng},
location = {Brno},
isbn = {978-80-210-9338-6},
pages = {650-655},
publisher = {Masarykova univerzita},
title = {A Non-asymptotic Automobile Bonus-malus System with Varying Transition Rules},
url = {https://munispace.muni.cz/library/catalog/book/1273},
year = {2019}
}
TY - JOUR
ID - 1570356
AU - Zlatošová, Silvie
PY - 2019
TI - A Non-asymptotic Automobile Bonus-malus System with Varying Transition Rules
PB - Masarykova univerzita
CY - Brno
SN - 9788021093386
KW - bonus-malus system
KW - optimal relativities
KW - non-asymptotic criterion
KW - the efficiency of a bonus-malus system
UR - https://munispace.muni.cz/library/catalog/book/1273
L2 - https://munispace.muni.cz/library/catalog/book/1273
N2 - In this paper, we examine a non-asymptotic criterion for a bonus-malus system in vehicle insurance, and we combine it with varying transition rules. Policies are in effect only during a finite number of insurance periods. If most of the policies are far from a stationary state, it is useful to change the criterion so that to consider the rating error for new policies and policies of medium age too. Therefore we use a bonus-malus system based on minimization weighted average of the expected square rating errors for selected insurance periods. We calculate the relative premium associated with each level of the bonus-malus system. Finally, we compare our proposed bonus-malus system with the system from the Czech Insurance Company. We find that the proposed examples of non-asymptotic bonus-malus system are more effective than the current system used by the Czech Insurance Company.
ER -
ZLATOŠOVÁ, Silvie. A Non-asymptotic Automobile Bonus-malus System with Varying Transition Rules. In Josef Nešleha Lukáš Marek Miroslav Svoboda Zuzana Rakovská. \textit{EUROPEAN FINANCIAL SYSTEMS 2019}. Brno: Masarykova univerzita. s.~650-655. ISBN~978-80-210-9338-6. 2019.
|
