Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42952
Title: A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework
Authors: Gómez Déniz, Emilio 
Vázquez Polo, Francisco José 
Pérez, J. M.
UNESCO Clasification: 1209 Estadística
Keywords: Métodos bayesianos
Informática
Issue Date: 2006
Publisher: 1133-0686
Journal: Test 
Abstract: In this paper we consider statistical problems arising from applications concerning insurance-premium calculation. We describe an integrated set of Bayesian tools for modelling bonus-malus systems (BMS) for insurance premiums. This paper describes a bonus-malus system (BMS) applicable to insurance claims procedures, constructed using a hierarchical Bayesian model. We then address notions and techniques of robust Bayesian analysis in the context of problems arising in BMS.
URI: http://hdl.handle.net/10553/42952
ISSN: 1133-0686
DOI: 10.1007/BF02607056
Source: Test[ISSN 1133-0686],v. 15, p. 345-359
Appears in Collections:Artículos
Show full item record

SCOPUSTM   
Citations

3
checked on Nov 27, 2022

WEB OF SCIENCETM
Citations

2
checked on Nov 27, 2022

Page view(s)

13
checked on Apr 9, 2022

Google ScholarTM

Check

Altmetric


Share



Export metadata



Items in accedaCRIS are protected by copyright, with all rights reserved, unless otherwise indicated.