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Bonus-malus system using an exponential loss function with an Inverse Gaussian distribution

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  • Morillo, Isabel
  • Bermudez, Lluis

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  • Morillo, Isabel & Bermudez, Lluis, 2003. "Bonus-malus system using an exponential loss function with an Inverse Gaussian distribution," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 49-57, August.
    • Handle: RePEc:eee:insuma:v:33:y:2003:i:1:p:49-57
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    References listed on IDEAS

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    1. Lemaire, Jean, 1979. "How to Define a Bonus-Malus System with an Exponential Utility Function," ASTIN Bulletin, Cambridge University Press, vol. 10(3), pages 274-282, December.
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    Cited by:

    1. V'ictor Blanco & Jos'e M. P'erez-S'anchez, 2015. "On the aggregation of experts' information in Bonus-Malus systems," Papers 1511.03876, arXiv.org, revised Nov 2016.
    2. Boucher, Jean-Philippe & Denuit, Michel, 2008. "Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 727-735, April.
    3. Kim, Joseph H.T. & Jeon, Yongho, 2013. "Credibility theory based on trimming," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 36-47.

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