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On algebraic equivalence of tariffing systems. (English) Zbl 0629.62102
Based on a concept of insurance form we show that the following three tariffing systems are mathematically equivalent: the model of experience rating, the over-loss risk covering and the bonus system. The equivalence is described by explicit one-to-one algebraic correspondences. As by- product a known result on self-financed insurance forms is derived very simply.

MSC:
62P05 Applications of statistics to actuarial sciences and financial mathematics
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[1] Ammeter, H., Risikotheoretische grundlagen der erfahrungstarifierung, Mitteilungen der vereinigung schweizerischer versicherungsmathematiker, 183-217, (1961) · Zbl 0101.36801
[2] Bernhardt, R.; Endres, J., Erfahrungstarifierung (experience rating) und getrennte abrechnungsverbände in der lebensversicherung, Blätter der DGVM, Band XIV, 200-229, (1979), Heft 2
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