• polski
    • English
Lodz University of Technology Repository
TUL Repository
  • English 
    • polski
    • English
  • Login
View Item 
  •   Home
  • Wydział Fizyki Technicznej, Informatyki i Matematyki Stosowanej / Faculty of Technical Physics, Information Technology and Applied Mathematics / W7
  • Artykuły (WFTIiMS)
  • View Item
  •   Home
  • Wydział Fizyki Technicznej, Informatyki i Matematyki Stosowanej / Faculty of Technical Physics, Information Technology and Applied Mathematics / W7
  • Artykuły (WFTIiMS)
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

On optimal credibility premiums in multiperiod insurance

Thumbnail
View/Open
On_optimal_credibility_Antoniak_2014.pdf (257.8Kb)
Date
2014
Author
Antoniak, Wojciech
Kałuszka, Marek
Metadata
Show full item record
Abstract
This paper focuses on the problem of an optimal stream of premiums in a multiperiod credibility model. Formulas are derived for given claim history (screening) and individual information unknown for insurance company (signaling) but under the assumption that the coverage period is not fixed because of e.g. lapses, renewals, deaths, total losses etc. It is shown that the derived stream reflects better the corresponding risk than other approaches.
URI
http://hdl.handle.net/11652/1102
https://www.researchgate.net/publication/265714128_On_optimal_credibility_premiums_in_multiperiod_insurance
Collections
  • Artykuły (WFTIiMS) [168]

DSpace software copyright © 2002-2016  DuraSpace
Contact Us | Send Feedback
Theme by 
Atmire NV
 

 

Browse

All of DSpaceCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

My Account

Login

DSpace software copyright © 2002-2016  DuraSpace
Contact Us | Send Feedback
Theme by 
Atmire NV