Article ID Journal Published Year Pages File Type
5077436 Insurance: Mathematics and Economics 2008 5 Pages PDF
Abstract
This paper questions the equidistribution assumption for the random effects in a frequency risk model. Two models are presented, which use parametric and nonparametric links between the variance of the random effect and frequency risk. They are estimated on a Spanish automobile insurance portfolio, for which a decreasing link is obtained. Conclusions are drawn for credibility and bonus-malus coefficients.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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