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A note on computing bonus-malus insurance premiums using a hierarchical bayesian framework

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  • E. Gómez-Déniz
  • F. Vázquez-Polo
  • J. Pérez

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  • E. Gómez-Déniz & F. Vázquez-Polo & J. Pérez, 2006. "A note on computing bonus-malus insurance premiums using a hierarchical bayesian framework," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 345-359, September.
    • Handle: RePEc:spr:testjl:v:15:y:2006:i:2:p:345-359
    DOI: 10.1007/BF02607056
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    References listed on IDEAS

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    1. Heilmann, Wolf-Rudiger, 1989. "Decision theoretic foundations of credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 77-95, March.
    2. Frangos, Nicholas E. & Vrontos, Spyridon D., 2001. "Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance," ASTIN Bulletin, Cambridge University Press, vol. 31(1), pages 1-22, May.
    3. Makov, Udi E., 1995. "Loss robustness via Fisher-weighted squared-error loss function," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 1-6, April.
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