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On the Link between credibility and frequency premium

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<rdf:Description>
<dc:creator>Bolancé Losilla, Catalina</dc:creator>
<dc:creator>Guillén Estany, Montserrat</dc:creator>
<dc:creator>Pinquet, Jean</dc:creator>
<dc:date>2008-10-27</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/104388.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Seguro de automóviles</dc:subject>
<dc:subject xml:lang="es">Siniestralidad</dc:subject>
<dc:subject xml:lang="es">Bonus-malus</dc:subject>
<dc:subject xml:lang="es">Estimación Kernel</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">On the Link between credibility and frequency premium</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/10/2008 Tomo 43 Número 2  - 2008, p. 209-213</dc:relation>
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