Multivariate Latent Risk: A Credibility Approach

DOI10.2143/AST.38.1.2030406zbMath1169.91387MaRDI QIDQ3395766

Jens Perch Nielsen, Lars Hougaard Nielsen, Montserrat Guillen, Jim Gustafsson, Martin Englund

Publication date: 13 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.1.2030406

zbMATH Keywords

bonus-malus system; multivariate credibility; time-dependent random effects

Mathematics Subject Classification ID

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Cites Work

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• A course in credibility theory and its applications
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Experience Rating Schemes for Fleets of Vehicles
• Allowance for the Age of Claims in Bonus-Malus Systems