Using Mixed Poisson Processes in Connection with Bonus-Malus Systems

DOI10.2143/AST.29.1.504607zbMath1162.91444OpenAlexW2096006337MaRDI QIDQ3632875

José París, Jean François Walhin

Publication date: 15 June 2009

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

Full work available at URL: https://doi.org/10.2143/ast.29.1.504607

Mathematics Subject Classification ID

Related Items (12)

Parametric credibility, correlation and bonus-malus rating. ⋮ Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities ⋮ The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution ⋮ Confidence intervals of the premiums of optimal bonus malus systems ⋮ Statistical economic feasibility estimates of the Russian CMTPL automobile insurance system as a reliability theory problem ⋮ Analysis of relativity premium in bonus-malus system based on optimal linear method ⋮ The Practical Replacement of a Bonus-Malus System ⋮ Bonus-Malus scales using exponential loss functions ⋮ Robust confidence bounds for the mean of some count data models ⋮ Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance ⋮ Bootstrap confidence intervals in mixtures of discrete distributions ⋮ Optimal relativities and transition rules of a bonus-malus system

Cites Work

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• Maximum likelihood estimation of a compound Poisson process
• On the Compound and Generalized Poisson Distributions

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