کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5076224 1477205 2016 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Bivariate credibility bonus-malus premiums distinguishing between two types of claims
ترجمه فارسی عنوان
حق بیمه پاداش-مالوس اعتبار دوجانبه بین دو نوع ادعا متمایز است
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

We propose a modification of the bonus-malus system of tarification that is commonly applied in automobile insurance. Under the standard system, the premium assigned to each policyholder is based only on the number of claims made. Therefore, a policyholder who has had an accident producing a relatively small amount of loss is penalised to the same extent as one who has had a more costly accident. This outcome would seem to be unfair.Accordingly, we present a statistical model which distinguishes between two different types of claims, incorporating a bivariate distribution based on the assumption of dependence. We also describe a bivariate prior distribution conjugated with respect to the likelihood. This approach produces credibility bonus-malus premiums that satisfy appropriate transition rules. A practical example of its application is presented and the results obtained are compared with those derived from the traditional Poisson-Gamma model in which only the number of claims is taken into account.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 70, September 2016, Pages 117-124
نویسندگان
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