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On The aggregation of experts' information in Bonus-Malus Systems
Recurso electrónico / electronic resource
Section: Articles
Title: On The aggregation of experts' information in Bonus-Malus Systems / Víctor Blanco, José M. Pérez-SánchezAuthor: Blanco, Víctor ‌
Notes: Sumario: In this paper, we propose a new family of premium calculation principles based on the use of prior information from different sources. Under this framework and based on the use of Ordered Weighted Averaging operators, we provide alternative collective and Bayes premiums and describe some approaches to efficiently compute them. Several examples are detailed to illustrate the performance of the new methods.Related records: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/01/2018 Volumen 48 Número 1 - enero 2018 , p. 311-337Materia / lugar / evento: Cálculo actuarial ‌Bonus-malus ‌Seguros no vida ‌Cálculo de la prima ‌Matemática del seguro ‌Otros autores: Pérez-Sánchez, José M. ‌
Other categories: 6
Rights: In Copyright (InC)
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