Geodesic
On optimal credibility premiums in multiperiod insurance
W. Antoniak1 ; M. Kałuszka2
1 Warsaw School of Economics Collegium of Economic Analysis Aleja Niepodległości 162 Warszawa, Poland
2 Institute of Mathematics Technical University of Łódź Wólczańska 215 90-005 Łódź, Poland
Applicationes Mathematicae, Tome 41 (2014) no. 1, pp. 33-42.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/am41-1-3
Keywords: paper focuses problem optimal arrangement stream premiums multiperiod credibility model basis given claim history screening individual information unknown insurance company signaling derive optimal streams coverage period necessarily fixed because lapses renewals deaths total losses etc

W. Antoniak 1 ; M. Kałuszka 2

1 Warsaw School of Economics Collegium of Economic Analysis Aleja Niepodległości 162 Warszawa, Poland
2 Institute of Mathematics Technical University of Łódź Wólczańska 215 90-005 Łódź, Poland 
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 in multiperiod insurance
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W. Antoniak; M. Kałuszka. On optimal credibility premiums
 in multiperiod insurance. Applicationes Mathematicae, Tome 41 (2014) no. 1, pp. 33-42. doi : 10.4064/am41-1-3. http://geodesic.mathdoc.fr/articles/10.4064/am41-1-3/

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