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Preliminary Results on Confidence Intervals for Open Bonus Malus

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Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications

Part of the book series: Studies in Theoretical and Applied Statistics ((STASSPSS))

Abstract

Considering open portfolios, we analyze bonus–malus systems (BMS) under a realistic approach, as we already did in Guerreiro and Mexia (Discuss. Math. Probab. Stat. 24(2):197–213, 2004). Using stochastic vortices model we are now able to predict long-run distribution through confidence intervals.

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Acknowledgments

This work was partially supported by Financiamento Base 2009 ISFL-1-297 from FCT/MCTES/PT.

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Authors and Affiliations

  1. Departamento de Matemática, Universidade Nova de Lisboa-Faculdade de Ciências e Tecnologia, Campus de Caparica, 2829-516, Caparica, Portugal

    Gracinda R. Guerreiro, João T. Mexia & Maria F. Miguens

Authors
  1. Gracinda R. Guerreiro
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  2. João T. Mexia
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  3. Maria F. Miguens
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Corresponding author

Correspondence to Gracinda R. Guerreiro .

Editor information

Editors and Affiliations

  1. , Universidade Nova de Lisboa, CMA and Faculdade de Ciˆenciase Tecnolog, Caparica, Caparica, 2829-516, Portugal

    João Lita da Silva

  2. , Universidade Nova de Lisboa, CMA and Faculdade de Ciˆenciase Tecnolog, Caparica, Caparica, 2829-516, Portugal

    Frederico Caeiro

  3. , Universidade Nova de Lisboa, CEAUL and Faculdade de Ciˆenciase Tecnol, Caparica, Caparica, 2829-516, Portugal

    Isabel Natário

  4. , Universidade Nova de Lisboa,, CEAUL and Faculdade de Ciˆenciase Tecnol, Caparica 59, Caparica, 2829-516, Portugal

    Carlos A. Braumann

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Guerreiro, G.R., Mexia, J.T., Miguens, M.F. (2013). Preliminary Results on Confidence Intervals for Open Bonus Malus . In: Lita da Silva, J., Caeiro, F., Natário, I., Braumann, C. (eds) Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-34904-1_23

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