Using Mixed Poisson Processes in Connection with Bonus-Malus Systems

DOI10.2143/AST.29.1.504607MaRDI QIDQ3632875zbMATH OpenOpenAlexFDO

Authors J. F. Walhin, J. Parıś

Publication date 15 June 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.29.1.504607

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• Maximum likelihood estimation of a compound Poisson process
• On the Compound and Generalized Poisson Distributions

Cited in

(23)

• Bootstrap confidence intervals in mixtures of discrete distributions
• Analysis of relativity premium in bonus-malus system based on optimal linear method
• Parametric credibility, correlation and bonus-malus rating.
• Optimal relativities and transition rules of a bonus-malus system
• Statistics for bivariate mixed Poisson processes at the sample of obligatory car insurance
• Comparative analysis of various probability distributions in modelling of bonus-malus systems
• The design of an optimal bonus-malus system based on the Sichel distribution
• Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities
• On asymptotic properties of Bonus–Malus systems based on the number and on the size of the claims
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• scientific article; zbMATH DE number 1082014 (Why is no real title available?)
• Ergänzungen zu “Erweiterungen des Negativ-Binomial-Modells für Bonus/Malus-Systeme”
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• Bonus-malus systems with two-component mixture models arising from different parametric families
• Confidence intervals of the premiums of optimal bonus malus systems
• The Practical Replacement of a Bonus-Malus System
• On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
• Optimal bonus-malus systems using finite mixture models
• Bonus-Malus scales using exponential loss functions
• Robust confidence bounds for the mean of some count data models
• Modal Interval Probability: Application to Bonus-Malus Systems
• Statistical economic feasibility estimates of the Russian CMTPL automobile insurance system as a reliability theory problem
• Stationary probabilities and the monotone likelihood ratio in bonus-malus systems

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