Optimal Loss Financing Under Bonus-Malus Contracts

ASTIN Bulletin

Volumn 31, Issue 1, 2001, Pages 161-173

  Holtan, Jon ^a  

^a if P C Insurance Ltd   (Norway)

Author keywords

bonus hunger; bonus malus; Insurance contracts; optimal loss financing; relative cost function; true compensation; true deductible

Indexed keywords

EID: 85011437059     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.31.1.1000     Document Type: Article

References (8)

1. Holtan, J. (1994) Bonus Made Easy. ASTIN Bulletin. 24, 61–74.
2. Holtan, J. (1995) Sparing, lån og bilforsikring. (Savings, borrowing and motor insurance). Nordisk Forsikringstidsskrift. 2, 181–187. (Nordic insurance journal).
3. Holtan, J. (2001) Optimal Insurance Coverage under Bonus-Malus Contracts. This volume of ASTIN Bulletin.
4. Lemaire, J. and Zi, H. (1994) High Deductibles instead of Bonus-Malus: Can it work? ASTIN Bulletin. 24, 75–88.
5. Lemaire, J. (1995) Bonus-Malus Systems in Automobile Insurance. Kluwer Academic Publishers, Boston, Dordrecht, London.
6. Neuhaus, W. (1988) A bonus-malus system in automobile insurance. Insurance: Mathematics and Economics. 7, 103–112.
7. Sundt, B. (1988) Credibility estimators with geometric weights. Insurance: Mathematics and Economics. 7, 113–122.
8. Sundt, B. (1989) Bonus hunger and credibility estimators with geometric weights. Insurance: Mathematics and Economics. 8, 119–126.