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

被引：5

作者：

Gomez-Deniz, E.

Vazquez-Polo, F. J. ^{[1
]}

Perez, J. M.

机构：

[1] Univ Las Palmas de Gran Canaria, Dept Quantitat Methods, Las Palmas Gran Canaria 35017, Spain

[2] Univ Granada, Dept Quantitat Methods, E-18071 Granada, Spain

来源：

TEST | 2006年 / 15卷 / 02期

关键词：

bonus-malus; premium calculation principle; robustness;

D O I：

10.1007/BF02607056

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we consider statistical problems arising from applications concerning insurance-premium calculation. We describe an integrated set of Bayesian tools for modelling bonus-malus systems (BMS) for insurance premiums. This paper describes a bonus-malus system (BMS) applicable to insurance claims procedures, constructed using a hierarchical Bayesian model. We then address notions and techniques of robust Bayesian analysis in the context of problems arising in BMS.

引用

页码：345 / 359

页数：15

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