On the Link between credibility and frequency premium

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<title>Link between credibility and frequency premium</title>
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<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080345099">
<namePart>Bolancé Losilla, Catalina</namePart>
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<namePart>Guillén Estany, Montserrat</namePart>
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<namePart>Pinquet, Jean</namePart>
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<abstract displayLabel="Summary">This 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</abstract>
<note type="statement of responsibility">Catalina Bolancé, Montserrat Guillén, Jean Pinquet</note>
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<topic>Seguro de automóviles</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080570651">
<topic>Siniestralidad</topic>
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<topic>Bonus-malus</topic>
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<topic>Estimación Kernel</topic>
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<topic>Matemática del seguro</topic>
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<title>Insurance : mathematics and economics</title>
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<publisher>Oxford : Elsevier, 1990-</publisher>
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<identifier type="issn">0167-6687</identifier>
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<part>
<text>27/10/2008 Tomo 43 Número 2  - 2008, p. 209-213</text>
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