Title:

Ruin Probabilities and Capital Requirement for Open Automobile Portfolios with a Bonus-Malus System Based on Claim Counts

Authors:

Lourdes B. Afonso (U Nova)
Rui Cardoso (U Nova)
Alfredo Egidio dos Reis (U Lisboa)
Gracinda R. Guerreiro (U Nova)

Journal:

Journal Of Risk And Insurance

Year:

2020

Volume:

87

Number:

2

Pages:

501-522

JEL code:

G22 - Insurance; Insurance Companies