英文标题：
《Bonus--malus systems with different claim types and varying deductibles》
---
作者：
Olena Ragulina
---
最新提交年份：
2017
---
英文摘要：
The paper deals with bonus-malus systems with different claim types and varying deductibles. The premium relativities are softened for the policyholders who are in the malus zone and these policyholders are subject to per claim deductibles depending on their levels in the bonus-malus scale and the types of the reported claims. We introduce such bonus-malus systems and study their basic properties. In particular, we investigate when it is possible to introduce varying deductibles, what restrictions we have and how we can do this. Moreover, we deal with the special case where varying deductibles are applied to the claims reported by policyholders occupying the highest level in the bonus-malus scale and consider two allocation principles for the deductibles. Finally, numerical illustrations are presented.
---
中文摘要：
本文研究了具有不同索赔类型和不同免赔额的红利-马吕斯系统。对于处于马吕斯区的投保人，保费相对性有所软化，这些投保人根据其在马吕斯奖金表中的水平和报告的理赔类型，可享受每次理赔的免赔额。我们引入了这样的bonus-malus系统并研究了它们的基本性质。特别是，我们调查何时可能引入不同的免赔额，我们有哪些限制，以及我们如何做到这一点。此外，我们还处理了一种特殊情况，即不同的免赔额适用于在bonus-malus量表中占据最高级别的投保人报告的索赔，并考虑了免赔额的两个分配原则。最后给出了数值算例。
---
分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
--
一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
--

---
PDF下载：
-->