Allowance for the Age of Claims in Bonus-Malus Systems

From MaRDI portal
Publication:4661645


DOI10.2143/AST.31.2.1009zbMath1098.91544MaRDI QIDQ4661645

Catalina Bolancé, Montserrat Cuillén, Jean Pinquet

Publication date: 30 March 2005

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

Full work available at URL: https://doi.org/10.2143/ast.31.2.1009



Related Items

Confidence intervals of the premiums of optimal bonus malus systems, Dependence in Dynamic Claim Frequency Credibility Models, Hereditarity of potential matrices and positive affine prediction of nonnegative risks from mixture models, POISSON MODELS WITH DYNAMIC RANDOM EFFECTS AND NONNEGATIVE CREDIBILITIES PER PERIOD, Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach, A simple Bayesian state-space approach to the collective risk models, Sarmanov family of multivariate distributions for bivariate dynamic claim counts model, Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities, Heterogeneous INAR(1) model with application to car insurance, A priori ratemaking using bivariate Poisson regression models, Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects., Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance, Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution, A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking, Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks, Bayesian multivariate Poisson models for insurance ratemaking, Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade, Copula models for insurance claim numbers with excess zeros and time-dependence, Copula credibility for aggregate loss models, A comparison between two kinds of BMS based on different credibilitiy, Joint modelling of the total amount and the number of claims by conditionals, On the ordering of credibility factors, The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution, Multivariate Latent Risk: A Credibility Approach