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On the Link between credibility and frequency premium

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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001  MAP20080039752
003  MAP
005  20090216101650.0
008  081021e20081027esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎322
1001 ‎$0‎MAPA20080345099‎$a‎Bolancé Losilla, Catalina
24517‎$a‎On the Link between credibility and frequency premium‎$c‎Catalina Bolancé, Montserrat Guillén, Jean Pinquet
520  ‎$a‎This 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
650 1‎$0‎MAPA20080603779‎$a‎Seguro de automóviles
650 1‎$0‎MAPA20080570651‎$a‎Siniestralidad
650 1‎$0‎MAPA20080557379‎$a‎Bonus-malus
650 1‎$0‎MAPA20090003736‎$a‎Estimación Kernel
650 1‎$0‎MAPA20080602437‎$a‎Matemática del seguro
7001 ‎$0‎MAPA20080360160‎$a‎Guillén Estany, Montserrat
7001 ‎$0‎MAPA20080081256‎$a‎Pinquet, Jean
7730 ‎$w‎MAP20077100574‎$t‎Insurance : mathematics and economics‎$d‎Oxford : Elsevier, 1990-‎$x‎0167-6687‎$g‎27/10/2008 Tomo 43 Número 2 - 2008, p. 209-213