奖惩系统中过渡规则的优化

Q2 Mathematics

Electronic Notes in Discrete Mathematics Pub Date : 2018-08-01 DOI:10.1016/j.endm.2018.07.002

Márton Gyetvai , Kolos Cs. Ágoston

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引用次数: 3

摘要

奖惩制度广泛应用于保险行业。为了使这种系统运行，需要建立过渡规则和溢价标准。这些系统的优化通常意味着在处理过渡规则和外部参数的同时计算适当的溢价尺度。相反，在本文中，我们展示了如何确定一组给定溢价尺度的最优转移规则。为此，整数规划(IP)被用作基本工具。数值算例也证明了该方法的可行性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Optimization of transition rules in a Bonus-Malus system

Bonus-Malus systems are widely used in the insurance business. For the operation of such systems transition rules and premium scales need to established. Optimization of these systems usually means the calculation of appropriate premium scales while treating transition rules external parameters. In this paper, on the contrary, we show how optimal transition rules can be determined for a given set of premium scales. To this end, integer programming (IP) is used as a basic tool. Numerical examples are also presented to demonstrate the viability of our approach.

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来源期刊

Electronic Notes in Discrete Mathematics Mathematics-Discrete Mathematics and Combinatorics

CiteScore

1.30

自引率

0.00%

发文量

期刊介绍： Electronic Notes in Discrete Mathematics is a venue for the rapid electronic publication of the proceedings of conferences, of lecture notes, monographs and other similar material for which quick publication is appropriate. Organizers of conferences whose proceedings appear in Electronic Notes in Discrete Mathematics, and authors of other material appearing as a volume in the series are allowed to make hard copies of the relevant volume for limited distribution. For example, conference proceedings may be distributed to participants at the meeting, and lecture notes can be distributed to those taking a course based on the material in the volume.