Heras Martínez, Antonio JoséVilar Zanón, José LuisGil Fana, José Antonio2023-06-212023-06-2120012255-5471b19081017https://hdl.handle.net/20.500.14352/64429In this paper we try to evaluate the asymptotic fairness of bonus-malus systems, assuming the simplest case when there is no hunger for bonus.The asymptotic fairness has to be understood as the bonus-malus systemability in assessing the individual risks in the long run (see Lemaire[1995] p.xvi). Firstly we de…ne the asymptotic fairness of a bonus-malussystem following an expression that can be found in Lemaire [1985] p.168. Secondly, we de…ne a measure of the global asymptotic fairness considering the structure function of the risk group. Finally we try to calculate, for each set of transition rules and a given structure function,the scale of premiums that brings the global asymptotic fairness closest to the ideal situation where each insured pays in the long run a premium corresponding to its own claim frequency. This is possible thanks to the application of a multiobjective optimization technique named Goal Programing. We give an example illustrating the fact that the ideal case could be fairly well approached.engAtribución-NoComercial-CompartirIgual 3.0 Españahttps://creativecommons.org/licenses/by-nc-sa/3.0/es/technical reporthttp://www.ucm.es/centros/webs/fccee/https://economicasyempresariales.ucm.es/working-papers-cceeopen accessBonus-malus systemAsymptotic fairnessGoal ProgrammingSimplex method.Dinero5304.06 Dinero y Operaciones Bancarias