Credibility premium for rate-making systems

DOI10.1080/03610926.2014.995823zbMath1367.62285OpenAlexW2293204674MaRDI QIDQ2980073

Amir T. Payandeh Najafabadi, Fatemeh Atatalab, Maryam Omidi Najafabadi

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.995823

zbMATH Keywords

Bayes estimatorloss functionslinear credibility formularate-making system

Mathematics Subject Classification ID

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

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Cites Work

• A new approach to the credibility formula
• Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
• A priori ratemaking using bivariate Poisson regression models
• Bonus-malus system using an exponential loss function with an inverse Gaussian distribution
• Bayesian multivariate Poisson models for insurance ratemaking
• Actuarial Modelling of Claim Counts
• Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
• Analysis of Zero-Inflated Poisson Data Incorporating Extent of Exposure
• Longitudinal modeling of insurance claim counts using jitters
• Regression Analysis of Count Data

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