A note on computing bonus-malus insurance premiums using a hierarchical bayesian framework

被引：0
|
作者：
E. Gómez-Déniz
F. J. Vázquez-Polo
J. M. Pérez
机构：
[1] University of Las Palmas de Gran Canaria,Department of Quantitative Methods
[2] University of Granada,Department of Quantitative Methods
来源：
Test | 2006年 / 15卷
关键词：
Bonus-malus; premium calculation principle; robustness; 62F15; 62P05;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper we consider statistical problems arising from applications concerning insurance-premium calculation. We describe an integrated set of Bayesian tools for modelling bonus-malus systems (BMS) for insurance premiums. This paper describes a bonus-malus system (BMS) applicable to insurance claims procedures, constructed using a hierarchical Bayesian model. We then address notions and techniques of robust Bayesian analysis in the context of problems arising in BMS.
引用
收藏
页码：345 / 359
页数：14
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