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
Perspectives
It is useful to practitioners for pricing insurance.
Professor Alfredo Egídio dos Reis
Iseg
Read the Original
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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