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http://hdl.handle.net/10553/77164
| Título: | A Bonus-Malus system with more competitive rates by using the Esscher Principle | Autores/as: | Gómez Déniz, Emilio León Santana, Miguel |
Clasificación UNESCO: | 5302 Econometría 530202 Modelos econométricos |
Palabras clave: | Bonus-Malus System Bayesian Approach Esscher Premium |
Fecha de publicación: | 2005 | Publicación seriada: | Estudios De Economia Aplicada | Resumen: | The main purpose of the Bonus-Malus Systems is to better the individual risk, so that, policyholders will pay, in the long run, a premium corresponding to their own claim frequency. Nevertheless, in all Bonus-Malus system some people are unfairly penalized, since they pa more than their pure premium. We present a model, based on a suggestion of Lemaire (1979, pp. 278-281) which decreases these overcharges by minimizing the expectation of the Esscher loss function, obviously under the condition of financial balance of the system. | URI: | http://hdl.handle.net/10553/77164 | ISSN: | 1133-3197 | Fuente: | Estudios De Economia Aplicada[ISSN 1133-3197],v. 23 (1), p. 79-91, (2005) |
| Colección: | Artículos |
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