Robust Bayesian bonus-malus premiums under the conditional specification model

DOI10.1007/S00362-007-0085-0MaRDI QIDQ841000zbMATH OpenOpenAlexFDO

Authors F. J. Vázquez-Polo, Emilio Gómez-Déniz, José María Sarabia

Publication date 14 September 2009

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-007-0085-0

zbMATH Keywords

Bayesian robustnessbonus-malus systemsconditional specification model

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A Generalized Negative Binomial Distribution
• An actuarial analysis of the French bonus-malus system
• Bayesian Inference Under Partial Prior Information
• Decision theoretic foundations of credibility theory
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• scientific article; zbMATH DE number 1128584 (Why is no real title available?)
• scientific article; zbMATH DE number 1506363 (Why is no real title available?)
• Measuring sensitivity in a bonus-malus system.
• Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach
• On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
• Ranges of posterior expected losses and -robust actions
• Robust Bayesian analysis
• Robust Bayesian analysis under generalized moments conditions

Cited in

(4)

• Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
• Unconditional distributions obtained from conditional specification models with applications in risk theory
• On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
• A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework

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