A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework
From MaRDI portal
Publication:882932
DOI10.1007/BF02607056zbMath1110.62143OpenAlexW1997885622MaRDI QIDQ882932
Publication date: 25 May 2007
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02607056
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
Related Items (2)
ON THE AGGREGATION OF EXPERTS' INFORMATION IN BONUS–MALUS SYSTEMS ⋮ Using a Bayesian Hierarchical Model for Fitting Automobile Claim Frequency Data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical decision theory and Bayesian analysis. 2nd ed
- A gamma-minimax result in credibility theory
- Decision theoretic foundations of credibility theory
- Robust Bayesian analysis under generalized moments conditions
- An overview of robust Bayesian analysis. (With discussion)
- Measuring sensitivity in a bonus-malus system.
- Predicting the number of accidents at a road junction
- Joint sensitivity in Bayesian decision theory
- Loss robustness via Fisher-weighted squared-error loss function
- Extreme Points of Moment Sets
- Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
- Bayesian Forecasting for Accident Proneness Evaluation
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Bayesian Robustness
This page was built for publication: A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework