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Title: A survey of the individual claim size and other risk factors using credibility bonus-malus premiums
Authors: Gómez Déniz, Emilio 
Calderín Ojeda,Enrique 
UNESCO Clasification: 530202 Modelos econométricos
Keywords: Aggregate Claims
Auto Insurance
Compound Distribution
Issue Date: 2020
Project: Aportaciones A la Toma de Decisiones Bayesianas Óptimas: Aplicaciones Al Coste-Efectividad Con Datos Clínicos y Al Análisis de Riestos Con Datos Acturiales. 
Journal: Risks 
Abstract: In this paper, a flexible count regression model based on a bivariate compound Poisson distribution is introduced in order to distinguish between different types of claims according to the claim size. Furthermore, it allows us to analyse the factors that affect the number of claims above and below a given claim size threshold in an automobile insurance portfolio. Relevant properties of this model are given. Next, a mixed regression model is derived to compute credibility bonus-malus premiums based on the individual claim size and other risk factors such as gender, type of vehicle, driving area, or age of the vehicle. Results are illustrated by using a well-known automobile insurance portfolio dataset.
DOI: 10.3390/risks8010020
Source: Risks[EISSN 2227-9091],v. 8 (1), p. 1-19, (Marzo 2020)
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