The Practical Replacement of a Bonus-Malus System

DOI10.2143/AST.31.2.1008zbMath1088.60500OpenAlexW2095986558MaRDI QIDQ4661643

Jean François Walhin, José París

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.31.2.1008

zbMATH Keywords

iterative algorithmhunger for bonusHofmann distributionactual claims frequency distributionnon-parametric mixed Poisson fitobserved claims frequency distributionoptimal bonus-malus systempractical bonus-malus system

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Bonus-malus Systems with Varying Deductibles

Cites Work

• Maximum likelihood estimation of a compound Poisson process
• Using Mixed Poisson Processes in Connection with Bonus-Malus Systems

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