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@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. Online. In Josef Nešleha Lukáš Marek Miroslav Svoboda Zuzana Rakovská. \textit{EUROPEAN FINANCIAL SYSTEMS 2019}. Brno: Masarykova univerzita, 2019, s.~650-655. ISBN~978-80-210-9338-6.
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