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Publications by Romuald Elie

Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains

SSRN Electronic Journal

English

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Optimal Bonus-Malus Systems Using Finite Mixture Models

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Confidence Intervals of the Premiums of Optimal Bonus Malus Systems

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Designing Optimal Bonus-Malus Systems From Different Types of Claims

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Allowance for Cost of Claims in Bonus-Malus Systems

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Bonus-Malus Systems: “Lack of Transparency” and Adequacy Measure

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Estimation and Optimal Control for Constrained Markov Chains

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Bonus-Malus Systems With Two-Component Mixture Models Arising From Different Parametric Families

North American Actuarial Journal

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Non-Discounted Optimal Policies in Controlled Markov Set-Chains

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Pattern Markov Chains: Optimal Markov Chain Embedding Through Deterministic Finite Automata

Journal of Applied Probability

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