Double-counting problem of the bonus-malus system

DOI10.1016/j.insmatheco.2020.04.008zbMath1446.91069arXiv1910.10313OpenAlexW3024737563MaRDI QIDQ784429

Rosy Oh, Sojung C. Park, Jae Youn Ahn, Kyung Suk Lee

Publication date: 3 August 2020

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

Full work available at URL: https://arxiv.org/abs/1910.10313

zbMATH Keywords

optimizationbonus-malus systemdouble countingauto insuranceratemaking

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• On the convergence of the coordinate descent method for convex differentiable minimization
• Optimal relativities and transition rules of a bonus-malus system
• On modeling claim frequency data in general insurance with extra zeros
• Actuarial Modelling of Claim Counts
• A credibility theory for automobile bonus systems
• Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited
• Generalized Linear Models for Insurance Data
• Bonus-Malus Systems

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