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On The aggregation of experts' information in Bonus-Malus Systems

Recurso electrónico / electronic resource
MARC record
Tag12Value
LDR  00000cab a2200000 4500
001  MAP20180005749
003  MAP
005  20180320110900.0
008  180226e20180101bel|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
100  ‎$0‎MAPA20180001994‎$a‎Blanco, Víctor
24510‎$a‎On The aggregation of experts' information in Bonus-Malus Systems‎$c‎Víctor Blanco, José M. Pérez-Sánchez
520  ‎$a‎In 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.
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080557379‎$a‎Bonus-malus
650 4‎$0‎MAPA20080573935‎$a‎Seguros no vida
650 4‎$0‎MAPA20080589356‎$a‎Cálculo de la prima
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
7001 ‎$0‎MAPA20180003202‎$a‎Pérez-Sánchez, José M.
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎01/01/2018 Volumen 48 Número 1 - enero 2018 , p. 311-337