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

DOI10.1016/j.insmatheco.2016.06.009zbMath1373.62517OpenAlexW2468963525MaRDI 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

relativityBayesianclaimbonus-malus systemconjugate distributionclaim size

Mathematics Subject Classification ID

Related Items (12)

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

Uses Software

• Mathematica

Cites Work

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• A copula‐based risk aggregation model
• Generalized Linear Models for Insurance Data
• The Empirical Bayes Approach to Statistical Decision Problems
• Loss Models
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