On optimal credibility premiums in multiperiod insurance
| dc.contributor.author | Antoniak, Wojciech | |
| dc.contributor.author | Kałuszka, Marek | |
| dc.date.accessioned | 2016-02-05T07:22:34Z | |
| dc.date.available | 2016-02-05T07:22:34Z | |
| dc.date.issued | 2014 | |
| dc.description.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. | en_EN |
| dc.identifier.citation | Applicationes Mathematicae, Vol. 41, Issue 1 | |
| dc.identifier.uri | http://hdl.handle.net/11652/1102 | |
| dc.identifier.uri | https://www.researchgate.net/publication/265714128_On_optimal_credibility_premiums_in_multiperiod_insurance | |
| dc.language.iso | en | en_EN |
| dc.publisher | Instytut Matematyczny. Polska Akademia Nauk | |
| dc.relation.ispartofseries | Applicationes Mathematicae, Vol. 41, Issue 1, 2014 | |
| dc.title | On optimal credibility premiums in multiperiod insurance | en_EN |
| dc.type | Artykuł | en_EN |