Computing credibility bonus-malus premiums using the total claim amount distribution

zbMATH Open1367.91086MaRDI QIDQ5263365FDOQ5263365

Authors: Emilio Gómez-Déniz, A. Hernández-Bastida, M. Pilar Fernández-Sánchez 

Publication date: 16 July 2015

Recommendations

• Bivariate credibility bonus-malus premiums distinguishing between two types of claims
• Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims
• On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
• Theoretical and practical considerations regarding bonus-malus system
• On a bonus-malus system where the claim frequency distribution is geometric and the claim severity distribution is Pareto

zbMATH Keywords

credibilitybivariate distributionautomobile insurancepremiumbonus-malus

Mathematics Subject Classification ID

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

Cited In (7)

• The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
• Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims
• Bonus-malus systems with different claim types and varying deductibles
• Bivariate credibility bonus-malus premiums distinguishing between two types of claims
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• Title not available (Why is that?)
• Bonus-malus systems with two-component mixture models arising from different parametric families

This page was built for publication: Computing credibility bonus-malus premiums using the total claim amount distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263365)