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    On the use of conditional specification models in claim count distributions: an application to bonus-malus system

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    Sarabia, J.M.; Gómez, ... (141.2Kb)
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    URI: http://hdl.handle.net/10902/4364
    ISSN: 0515-0361
    ISSN: 1783-1350
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    Author
    Sarabia Alegría, José MaríaAutoridad Unican; Gómez Déniz, Emilio; Vázquez Polo, Francisco José
    Date
    2004
    Derechos
    © Cambridge University Press
    Publicado en
    ASTIN BULLETIN, Vol. 34, nº 1, 2004, pp. 85-98
    Publisher
    Cambridge University Press
    Palabras clave
    Conditional specification model
    Generalized negative binomial distribution
    Bonus-malus systems
    Abstract:
    In this paper a new methodology using the conditional specification technique introduced by Arnold et al. (1999) is used to obtain bonus-malus premiumns. A Poisson distribution for wich the parameter is a function of the classical structure parameter is used and a new class of prior distribution arises in a natural way. This model contains, a s a particular case, the classical compound Poisson model and is found to be much more robust than earlier ones. An example is given to illustrate our ideas.
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    UNIVERSIDAD DE CANTABRIA

    Repositorio realizado por la Biblioteca Universitaria utilizando DSpace software
    Contact Us | Send Feedback
    Metadatos sujetos a:licencia de Creative Commons Reconocimiento 3.0 España