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

zbMATH Open1367.91086MaRDI QIDQ5263365FDOQ5263365

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

Publication date: 16 July 2015

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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
• Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families
• 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?)

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