What is it about?
It calculates the finite time ruin probability when a system of bonuses and penalties in motor insurance is set in place.
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Why is it important?
it is a non-classical approach to ruin probability, using numerical and simulation approach
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This page is a summary of: Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums, Astin Bulletin, May 2009, Cambridge University Press,
DOI: 10.2143/ast.39.1.2038059.
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