On the Link between credibility and frequency premium
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20080039752 | ||
| 003 | MAP | ||
| 005 | 20090216101650.0 | ||
| 008 | 081021e20081027esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a322 | ||
| 100 | 1 | $0MAPA20080345099$aBolancé Losilla, Catalina | |
| 245 | 1 | 7 | $aOn the Link between credibility and frequency premium$cCatalina Bolancé, Montserrat Guillén, Jean Pinquet |
| 520 | $aThis paper questions the equidistribution assumption for the random effects in a frequency risk model. Two models are presented, which use parametric and nonparametric links between the variance of the random effect and frequency risk. They are estimated on a Spanish automobile insurance portfolio, for which a decreasing link is obtained. Conclusions are drawn for credibility and bonus-malus coefficients | ||
| 650 | 1 | $0MAPA20080603779$aSeguro de automóviles | |
| 650 | 1 | $0MAPA20080570651$aSiniestralidad | |
| 650 | 1 | $0MAPA20080557379$aBonus-malus | |
| 650 | 1 | $0MAPA20090003736$aEstimación Kernel | |
| 650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
| 700 | 1 | $0MAPA20080360160$aGuillén Estany, Montserrat | |
| 700 | 1 | $0MAPA20080081256$aPinquet, Jean | |
| 773 | 0 | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g27/10/2008 Tomo 43 Número 2 - 2008, p. 209-213 |