Bivariate credibility bonus-malus premiums distinguishing between two types of claims

DOI10.1016/j.insmatheco.2016.06.009zbMath1373.62517MaRDI QIDQ2520438

Yanyan Li

Publication date: 13 December 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.06.009

zbMATH Keywords

relativity; Bayesian; claim; bonus-malus system; conjugate distribution; claim size

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

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MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE, Bonus-Malus premiums under the dependent frequency-severity modeling, Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model, Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach, Experience-Rating Mechanisms in Auto Insurance: Implications for High-Risk, Low-Risk, and Novice Drivers, Does hunger for bonuses drive the dependence between claim frequency and severity?, An approach to merit rating by means of autoregressive sequences, Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims, Predictive compound risk models with dependence, Bayesian credibility under a bivariate prior on the frequency and the severity of claims, Bonus-malus systems with different claim types and varying deductibles, Frequency-severity experience rating based on latent Markovian risk profiles

Uses Software

• Mathematica

Cites Work

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