Bonus-Malus scales using exponential loss functions

DOI10.1007/BF02857113MaRDI QIDQ5422771zbMATH OpenOpenAlexFDO

Authors J. Dhaene, Michel Denuit

Publication date 30 October 2007

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02857113

Mathematics Subject Classification ID

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Cites work

• A credibility theory for automobile bonus systems
• Bounds for the optimal critical claim size of a bonus system
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• scientific article; zbMATH DE number 3748274 (Why is no real title available?)
• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• scientific article; zbMATH DE number 815903 (Why is no real title available?)
• Maximum likelihood estimation of a compound Poisson process
• On bonus systems with credibility scales
• Using Mixed Poisson Processes in Connection with Bonus-Malus Systems

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(10)

• Bonus-malus system using an exponential loss function with an inverse Gaussian distribution
• An approach to merit rating by means of autoregressive sequences
• Further comments on the paper ``Setting a bonus-malus scale in the presence of other rating factors by Taylor
• Bonus-malus systems with different claim types and varying deductibles
• Credibility theory based on trimming
• scientific article; zbMATH DE number 2101198 (Why is no real title available?)
• Joint optimization of transition rules and the premium scale in a bonus-malus system
• Statistical approach for open bonus malus
• Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums
• Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation

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