Bonus-malus systems with two-component mixture models arising from different parametric families
From MaRDI portal
Publication:4567960
DOI10.1080/10920277.2017.1368398zbMATH Open1393.62048OpenAlexW2726402734MaRDI QIDQ4567960FDOQ4567960
Authors: G. Tzougas, Spyridon D. Vrontos, Nikos E. Frangos 
Publication date: 20 June 2018
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/84301/7/Tzougas_Vrontos_Frangos_Bonus%20Malus%20Systems.pdf
Recommendations
- Optimal bonus-malus systems using finite mixture models
- Designing Optimal Bonus-Malus Systems from Different Types of Claims
- Using Mixed Poisson Processes in Connection with Bonus-Malus Systems
- Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims
Cites Work
- Univariate Discrete Distributions
- Generalized Additive Models for Location, Scale and Shape
- Decision theoretic foundations of credibility theory
- Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
- Actuarial Modelling of Claim Counts
- Designing Optimal Bonus-Malus Systems from Different Types of Claims
- Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
- Optimal bonus-malus systems using finite mixture models
- Mean and dispersion modelling for policy claims costs
- Measuring sensitivity in a bonus-malus system.
- Computing credibility bonus-malus premiums using the total claim amount distribution
- The design of an optimal bonus-malus system based on the Sichel distribution
Cited In (20)
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- Designing Optimal Bonus-Malus Systems from Different Types of Claims
- Using Mixed Poisson Processes in Connection with Bonus-Malus Systems
- A bonus-malus framework for cyber risk insurance and optimal cybersecurity provisioning
- Comparative analysis of various probability distributions in modelling of bonus-malus systems
- Bivariate Mixed Poisson Regression Models with Varying Dispersion
- Statistics for bivariate mixed Poisson processes at the sample of obligatory car insurance
- The design of an optimal bonus-malus system based on the Sichel distribution
- A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims
- An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
- A comparison between two kinds of BMS based on different credibilitiy
- Confidence intervals of the premiums of optimal bonus malus systems
- Frequency-severity experience rating based on latent Markovian risk profiles
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
- Mixture Composite Regression Models with Multi-type Feature Selection
- Optimal bonus-malus systems using finite mixture models
- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
- Ergänzungen zu “Erweiterungen des Negativ-Binomial-Modells für Bonus/Malus-Systeme”
- On the aggregation of experts' information in bonus-malus systems
Uses Software
This page was built for publication: Bonus-malus systems with two-component mixture models arising from different parametric families
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4567960)
