Bonus-Malus scales using exponential loss functions

Author:

Denuit Michel,Dhaene Jan

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Accounting

Reference20 articles.

1. Bermudez, L;M. Denuit;J. Dhaene;1. Morillo (2000): Optimal Bonus-Malus systems integrating a priori risk classification. Discussion Paper, Institut de Statistique, Université Catholique de Louvain, Louvain-la-Neuve, Belgium.

2. Borgan, ó.; J. M. Hoem; R. Norberg (1981): A nonasymptotic criterion for the evaluation of automobile bonus systems. Scandinavian Actuarial Journal, 265–278.

3. Denuit, M.; Ph. Lambert (2000): Smoothed NPML estimation of the risk distribution. Proceedings of the Casualty Actuarial Society, to appear.

4. De Pril, N.;M. J. Goovaerts (1983): Bounds for the optimal critical claim size of a bonus system. Insurance: Mathematics and Economics 2, 27–32.

5. Dionne, G.;C. Vanasse (1989): A generalization of actuarial automobile insurance rating models: the Negative Binomial distribution with a regression component. ASTIN Bulletin 19, 199–212.

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