@inbook{4c575467d97b4c54a89cb8ee231ec109,
title = "Preliminary results on confidence intervals for open bonus malus",
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.",
keywords = "Annulment probability, Claim frequency, Initial classification, Quota share, Transient state",
author = "Guerreiro, {Gracinda R.} and Mexia, {Jo{\~a}o T.} and Miguens, {Maria F.}",
note = "This work was partially supported by Financiamento Base 2009 ISFL-1-297 from FCT/MCTES/PT.",
year = "2013",
doi = "10.1007/978-3-642-34904-1_23",
language = "English",
isbn = "978-3-642-34903-4",
series = "Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies",
publisher = "Springer International Publishing",
pages = "223--230",
editor = "{Lita da Silva}, J. and F. Caeiro and I. Nat{\'a}rio and C. Braumann",
booktitle = "Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies",
address = "Switzerland",
}