Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims

DOI10.1134/S1995080222010164zbMath1483.62175OpenAlexW4225807719MaRDI QIDQ2121892

W. Phaphan, A. Moumeesri, T. Mayureesawan, T. Pongsart

Publication date: 5 April 2022

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080222010164

zbMATH Keywords

Bayesian methodbonus-malus systemnumber of claimsclaim sizerandomized neighborhood search

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Actuarial mathematics (91G05)

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• Unnamed Item
• Decision theoretic foundations of credibility theory
• Credibility using semiparametric models and a loss function with a constancy penalty
• Bivariate credibility bonus-malus premiums distinguishing between two types of claims
• Exponential dispersion models and credibility
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• Generalized Linear Models for Insurance Data

This page was built for publication: Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims