Optimal time to change premiums
نویسندگان
چکیده
منابع مشابه
M ar 2 00 7 Optimal Time to Change Premiums ∗ † ‡
The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company’s interest to detect the change time as soon as possible in order to re-evaluate a new fair value for premiums to keep its profit level the same. This is equivalent to a ...
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ژورنال
عنوان ژورنال: Mathematical Methods of Operations Research
سال: 2007
ISSN: 1432-2994,1432-5217
DOI: 10.1007/s00186-007-0182-9