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.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am41-1-3,
author = {W. Antoniak and M. Ka\l uszka},
title = {On optimal credibility premiums in multiperiod insurance},
journal = {Applicationes Mathematicae},
volume = {41},
year = {2014},
pages = {33-42},
zbl = {06317430},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am41-1-3}
}
W. Antoniak; M. Kałuszka. On optimal credibility premiums in multiperiod insurance. Applicationes Mathematicae, Volume 41 (2014) pp. 33-42. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am41-1-3/