Publication
A note on bonus scales
| Summary: | We revisit the optimal bonus scales introduced by Norberg (Norberg, R., 1976, Scandinavian Actuarial Journal (2): 92-107), Borgan, Hoem, and Norberg (Borgan, O., J. Hoem, and R. Norberg, 1981, Scandinavian Actuarial Journal (2): 165-178), and Gilde and Sundt (Gilde, V., and B. Sundt, 1989, Scandinavian Actuarial Journal (1): 13-22) and underline some potential problems of the linear scales. As a possible solution we propose the use of geometric scales.. |
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| Main Authors: | Centeno, M. de Lourdes |
| Other Authors: | Silva, João Andrade e |
| Subject: | Bonus Scales Open Portfolio Insurance Geometric Scales |
| Year: | 2005 |
| Country: | Portugal |
| Document type: | article |
| Access type: | open access |
| Associated institution: | Universidade de Lisboa |
| Language: | English |
| Origin: | Repositório da Universidade de Lisboa |
| Summary: | We revisit the optimal bonus scales introduced by Norberg (Norberg, R., 1976, Scandinavian Actuarial Journal (2): 92-107), Borgan, Hoem, and Norberg (Borgan, O., J. Hoem, and R. Norberg, 1981, Scandinavian Actuarial Journal (2): 165-178), and Gilde and Sundt (Gilde, V., and B. Sundt, 1989, Scandinavian Actuarial Journal (1): 13-22) and underline some potential problems of the linear scales. As a possible solution we propose the use of geometric scales.. |
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