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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 |
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