{
  "annotation_id": "b474230a-ecca-4ec6-b801-738837b8d07a",
  "date_created": "2026-02-17T05:53:12.482000Z",
  "date_modified": "2026-02-17T05:53:12.482000Z",
  "file_hash": "0b1a22798a41803acc0bf5d655c8a0f22f04613fcc4c7c8d8bbbcc39043ea439",
  "private": false,
  "record": {
    "abstract": "We study an optimal claim reporting problem in a bonus-malus setting. We assume, that the insurance contract consists of two regimes, where reporting a claim leads to a transition to a higher-premium regime, whereas remaining claim-free for a prespecified time period results in a shift to the lower premium regime. The insured can decide whether or not to report an occurred claim. We formulate this as an optimal control problem, where the policyholder follows a barrier-type reporting strategy, with the goal of maximizing the expected value of a function of their terminal wealth. We show that the associated value function is the unique viscosity solution to a system of Hamilton-Jacobi-Bellman equations. This characterization allows us to compute numerical approximations of the optimal barrier strategies.",
    "arxiv_id": "2601.07655",
    "authors": [
      "Lea Enzi",
      "Stefan Thonhauser"
    ],
    "categories": [
      "math.OC"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "title": "To report or not to report: Optimal claim reporting in a bonus-malus system",
    "url": "https://arxiv.org/abs/2601.07655",
    "version": "v1"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "2feeb29d-bfc0-4cc4-a22d-f934545d9804",
    "id": "arXiv Dataset",
    "type": "Model",
    "variant": "snapshot-2026-01-17",
    "version": "0.1.0"
  },
  "user_id": 1000002
}