Araştırma Makalesi
Yıl 2014,
Cilt: 43 Sayı: 6, 1047 - 1061, 01.12.2014
Öz
Assuming a bivariate prior distribution for the two risk parameters
appearing in the distribution of the total claim amount when the primary distribution is geometric and the secondary one is exponential, we
derive Bayesian premiums which can be written as credibility formulas. These expressions can be used to compute bonus-malus premiums
based on the distribution of the total claim amount but not for the
claims which produce the amounts. The methodology proposed is easy
to perform, and the maximum likelihood method is used to compute
the bonus-malus premiums for a real set of automobile insurance data,
one that is well known in actuarial literature
appearing in the distribution of the total claim amount when the primary distribution is geometric and the secondary one is exponential, we
derive Bayesian premiums which can be written as credibility formulas. These expressions can be used to compute bonus-malus premiums
based on the distribution of the total claim amount but not for the
claims which produce the amounts. The methodology proposed is easy
to perform, and the maximum likelihood method is used to compute
the bonus-malus premiums for a real set of automobile insurance data,
one that is well known in actuarial literature
Anahtar Kelimeler
Automobile Insurance Bonus-Malus; Bivariate Distribution Credibility; Premium
Kaynakça
- . . .
Toplam 1 adet kaynakça vardır.
Ayrıntılar
| Birincil Dil | İngilizce |
|---|---|
| Bölüm | İstatistik |
| Yazarlar | |
| Yayımlanma Tarihi | 1 Aralık 2014 |
| Yayımlandığı Sayı | Yıl 2014 Cilt: 43 Sayı: 6 |