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On the Link between credibility and frequency premium
Recurso electrónico / electronic resource
MAP20080039752
Bolancé Losilla, Catalina ‌
On the Link between credibility and frequency premium / Catalina Bolancé, Montserrat Guillén, Jean Pinquet
Sumario: 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
En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/10/2008 Tomo 43 Número 2 - 2008, p. 209-213
1. Seguro de automóviles ‌. 2. Siniestralidad ‌. 3. Bonus-malus ‌. 4. Estimación Kernel ‌. 5. Matemática del seguro ‌. I. Guillén Estany, Montserrat ‌. II. Pinquet, Jean ‌. III. Title.