Bonus-malus system using an exponential loss function with an inverse Gaussian distribution

DOI10.1016/S0167-6687(03)00142-2zbMath1025.62040OpenAlexW1963832954MaRDI QIDQ1413336

Lluís Bermúdez, Isabel Morillo

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(03)00142-2

zbMATH Keywords

bonus-malusPoisson-inverse Gaussianauto-insuranceexponential loss functiontariff-segmentation

Mathematics Subject Classification ID

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

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