OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS
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Publication:5419646
DOI10.1017/asb.2013.31zbMath1288.91120OpenAlexW2054942786MaRDI QIDQ5419646
Nikolaos E. Frangos, Spyridon D. Vrontos, G. Tzougas
Publication date: 11 June 2014
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/70919/
mixtures of distributionsclaim severityclaim frequencya posteriori classification criteriaa priori classification criteriaoptimal BMS
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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- Pseudo Maximum Likelihood Methods: Theory
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
- Finite mixture models
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