Centro de Documentación de Fundación MAPFRE - On the Link between credibility and frequency premium

Notas: 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 coefficientsRegistros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/10/2008 Tomo 43 Número 2 - 2008, p. 209-213Materia / lugar / evento: Seguro de automóviles Siniestralidad Bonus-malus Estimación Kernel Matemática del seguro Otros autores: Guillén Estany, Montserrat
Pinquet, Jean
Outras classificações: 322

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