A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework

DOI10.1007/BF02607056MaRDI QIDQ882932zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 25 May 2007

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02607056

zbMATH Keywords

robustnesspremium calculation principlebonus-malus

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3716650 (Why is no real title available?)
• scientific article; zbMATH DE number 107531 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
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• Bayesian Forecasting for Accident Proneness Evaluation
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• Bayesian robustness
• Decision theoretic foundations of credibility theory
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• Extreme Points of Moment Sets
• Joint sensitivity in Bayesian decision theory
• Loss robustness via Fisher-weighted squared-error loss function
• Measuring sensitivity in a bonus-malus system.
• Predicting the number of accidents at a road junction
• Robust Bayesian analysis under generalized moments conditions
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(6)

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• Using a Bayesian Hierarchical Model for Fitting Automobile Claim Frequency Data
• Measuring sensitivity in a bonus-malus system.
• On the aggregation of experts' information in bonus-malus systems
• scientific article; zbMATH DE number 7247625 (Why is no real title available?)
• Robust Bayesian bonus-malus premiums under the conditional specification model

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