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On optimal credibility premiums in multiperiod insurance

W. AntoniakM. Kałuszka — 2014

Applicationes Mathematicae

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.

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