ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO

Mehmet Mert; Yasemin Saykan

Araştırma Makalesi

ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO

Yıl 2005, Cilt: 34 Sayı: 1, 75 - 81, 01.02.2005

Öz

In this paper, the classical Bonus-Malus Systems (BMS) under which
a premium is set by taking into account only the number of accidents
each policyholder has, is compared with an optimal BMS under which
the premium is set by taking into account both the frequency and the
severity of the claims of each policyholder. The number and size of
the claims an insured person has are assumed to follow a Geometric
distribution and a Pareto distribution, respectively.

Anahtar Kelimeler

Net premium principle, Quadratic error loss function, Mixed distributions

Kaynakça

. . .

Yıl 2005, Cilt: 34 Sayı: 1, 75 - 81, 01.02.2005

Mehmet Mert Yasemin Saykan

Öz

Kaynakça

. . .

Toplam 1 adet kaynakça vardır.

Ayrıntılar

Birincil Dil	İngilizce
Konular	İstatistik
Bölüm	İstatistik
Yazarlar	Mehmet Mert Bu kişi benim Yasemin Saykan Bu kişi benim
Yayımlanma Tarihi	1 Şubat 2005
Yayımlandığı Sayı	Yıl 2005 Cilt: 34 Sayı: 1

Kaynak Göster

APA	Mert, M., & Saykan, Y. (2005). ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO. Hacettepe Journal of Mathematics and Statistics, 34(1), 75-81.
AMA	Mert M, Saykan Y. ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO. Hacettepe Journal of Mathematics and Statistics. Şubat 2005;34(1):75-81.
Chicago	Mert, Mehmet, ve Yasemin Saykan. “ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO”. Hacettepe Journal of Mathematics and Statistics 34, sy. 1 (Şubat 2005): 75-81.
EndNote	Mert M, Saykan Y (01 Şubat 2005) ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO. Hacettepe Journal of Mathematics and Statistics 34 1 75–81.
IEEE	M. Mert ve Y. Saykan, “ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO”, Hacettepe Journal of Mathematics and Statistics, c. 34, sy. 1, ss. 75–81, 2005.
ISNAD	Mert, Mehmet - Saykan, Yasemin. “ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO”. Hacettepe Journal of Mathematics and Statistics 34/1 (Şubat 2005), 75-81.
JAMA	Mert M, Saykan Y. ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO. Hacettepe Journal of Mathematics and Statistics. 2005;34:75–81.
MLA	Mert, Mehmet ve Yasemin Saykan. “ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO”. Hacettepe Journal of Mathematics and Statistics, c. 34, sy. 1, 2005, ss. 75-81.
Vancouver	Mert M, Saykan Y. ON A BONUS-MALUS SYSTEM WHERE THE CLAIM FREQUENCY DISTRIBUTION IS GEOMETRIC AND THE CLAIM SEVERITY DISTRIBUTION IS PARETO. Hacettepe Journal of Mathematics and Statistics. 2005;34(1):75-81.