Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance

From MaRDI portal
Revision as of 06:13, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4461278

DOI10.2143/AST.31.1.991zbMath1035.62108OpenAlexW2149967443MaRDI QIDQ4461278

Spyridon D. Vrontos, Nikolaos E. Frangos

Publication date: 30 March 2004

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.31.1.991




Related Items (30)

Computing Bayesian bonus-malus premium distinguishing among different multiple types of claimsBonus-malus systems with different claim types and varying deductiblesModelling losses using an exponential-inverse Gaussian distributionDesigning a Bonus-Malus system reflecting the claim size under the dependent frequency–severity modelRobust Bayesian bonus-malus premiums under the conditional specification modelVarying transition rules in bonus-malus systems: from rules specification to determination of optimal relativitiesBayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk modelThe Design of an Optimal Bonus-Malus System Based on the Sichel DistributionBonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric FamiliesA note on computing bonus-malus insurance premiums using a hierarchical Bayesian frameworkTweedie multivariate semi-parametric credibility with the exchangeable correlationAN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSIONPredictive compound risk models with dependenceAnalysis of relativity premium in bonus-malus system based on optimal linear methodExtension and application of credibility models in predicting claim frequencyThe net Bayes premium with dependence between the risk profilesTESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCEBayesian credibility under a bivariate prior on the frequency and the severity of claimsDynamic Bayesian Ratemaking: A Markov Chain Approximation ApproachOPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELSModelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approachA comparison between two kinds of BMS based on different credibilitiyMODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATABivariate credibility bonus-malus premiums distinguishing between two types of claimsVehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of VehiclesModelling claim number using a new mixture model: negative binomial gamma distributionThe negative binomial-inverse Gaussian regression model with an application to insurance ratemakingOptimal relativities and transition rules of a bonus-malus systemOn asymptotic properties of Bonus–Malus systems based on the number and on the size of the claimsClaiming Strategies and Premium Levels for Bonus Malus Systems



Cites Work


This page was built for publication: Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance