On optimal credibility premiums in multiperiod insurance

W. Antoniak, and M. Kałuszka. "On optimal credibility premiums in multiperiod insurance." Applicationes Mathematicae 41.1 (2014): 33-42. <http://eudml.org/doc/279971>.

@article{W2014,
abstract = {This paper focuses on the problem of optimal arrangement of a stream of premiums in a multiperiod credibility model. On the basis of a given claim history (screening) and some individual information unknown to the insurance company (signaling), we derive the optimal streams in the case when the coverage period is not necessarily fixed, e.g., because of lapses, renewals, deaths, total losses, etc.},
author = {W. Antoniak, M. Kałuszka},
journal = {Applicationes Mathematicae},
keywords = {credibility theory; multiperiod insurance; credibility premium; signaling},
language = {eng},
number = {1},
pages = {33-42},
title = {On optimal credibility premiums in multiperiod insurance},
url = {http://eudml.org/doc/279971},
volume = {41},
year = {2014},
}

TY - JOUR
AU - W. Antoniak
AU - M. Kałuszka
TI - On optimal credibility premiums in multiperiod insurance
JO - Applicationes Mathematicae
PY - 2014
VL - 41
IS - 1
SP - 33
EP - 42
AB - This paper focuses on the problem of optimal arrangement of a stream of premiums in a multiperiod credibility model. On the basis of a given claim history (screening) and some individual information unknown to the insurance company (signaling), we derive the optimal streams in the case when the coverage period is not necessarily fixed, e.g., because of lapses, renewals, deaths, total losses, etc.
LA - eng
KW - credibility theory; multiperiod insurance; credibility premium; signaling
UR - http://eudml.org/doc/279971
ER -