Identificador persistente para citar o vincular este elemento:
http://hdl.handle.net/10553/77164
Campo DC | Valor | idioma |
---|---|---|
dc.contributor.author | Gómez Déniz, Emilio | en_US |
dc.contributor.author | León Santana, Miguel | en_US |
dc.date.accessioned | 2021-01-15T09:44:29Z | - |
dc.date.available | 2021-01-15T09:44:29Z | - |
dc.date.issued | 2005 | en_US |
dc.identifier.issn | 1133-3197 | en_US |
dc.identifier.other | WoS | - |
dc.identifier.uri | http://hdl.handle.net/10553/77164 | - |
dc.description.abstract | 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. | en_US |
dc.language | spa | en_US |
dc.relation.ispartof | Estudios De Economia Aplicada | en_US |
dc.source | Estudios De Economia Aplicada[ISSN 1133-3197],v. 23 (1), p. 79-91, (2005) | en_US |
dc.subject | 5302 Econometría | en_US |
dc.subject | 530202 Modelos econométricos | en_US |
dc.subject.other | Bonus-Malus System | en_US |
dc.subject.other | Bayesian Approach | en_US |
dc.subject.other | Esscher Premium | en_US |
dc.title | A Bonus-Malus system with more competitive rates by using the Esscher Principle | en_US |
dc.type | info:eu-repo/semantics/Article | en_US |
dc.type | Article | en_US |
dc.identifier.isi | 000219963600005 | - |
dc.identifier.eissn | 1697-5731 | - |
dc.description.lastpage | 91 | en_US |
dc.identifier.issue | 1 | - |
dc.description.firstpage | 79 | en_US |
dc.relation.volume | 23 | en_US |
dc.investigacion | Ciencias Sociales y Jurídicas | en_US |
dc.type2 | Artículo | en_US |
dc.contributor.daisngid | 610603 | - |
dc.contributor.daisngid | 7454893 | - |
dc.description.numberofpages | 14 | en_US |
dc.utils.revision | Sí | en_US |
dc.contributor.wosstandard | WOS:Gomez Deniz, E | - |
dc.contributor.wosstandard | WOS:Leon Santana, M | - |
dc.date.coverdate | 2005 | en_US |
dc.identifier.ulpgc | Sí | en_US |
dc.contributor.buulpgc | BU-ECO | en_US |
dc.description.esci | ESCI | |
item.grantfulltext | none | - |
item.fulltext | Sin texto completo | - |
crisitem.author.dept | GIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa | - |
crisitem.author.dept | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.dept | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.orcid | 0000-0002-5072-7908 | - |
crisitem.author.parentorg | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.fullName | Gómez Déniz, Emilio | - |
Colección: | Artículos |
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