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Volumn 31, Issue 1, 2002, Pages 105-113

Measuring sensitivity in a bonus-malus system

Author keywords

Bayesian robustness; Bonus malus; E contamination class

Indexed keywords


EID: 0037143976     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(02)00125-7     Document Type: Article
Times cited : (22)

References (17)
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  • 8
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  • 9
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  • 10
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    • Bonus-Malus Systems in Automobile Insurance
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    • (1995)
    • Lemaire, J.1
  • 12
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    • Bonus-malus system: The European and Asian approach to merit-rating (with discussion)
    • Lemaire, J., 1998. Bonus-malus system: the European and Asian approach to merit-rating (with discussion). North American Actuarial Journal 2 (1), 1-22.
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    • Lemaire, J.1
  • 13
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    • Accounting for individual over-dispersion in a bonus-malus automobile insurance system
    • Meng, Y.W., Whitmore, G.A., 1999. Accounting for individual over-dispersion in a bonus-malus automobile insurance system. Astin Bulletin 29 (2), 327-337.
    • (1999) Astin Bulletin , vol.29 , Issue.2 , pp. 327-337
    • Meng, Y.W.1    Whitmore, G.A.2
  • 14
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    • Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
    • Sivaganesan, S., 1991. Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles. The Canadian Journal of Statistics 19 (1), 57-65.
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  • 15
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    • Sivaganesan, S., 1994. Bounds on posterior expectations for density bounded class with constant bandwidth. Journal of Statistical Planning and Inference 40, 331-343.
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  • 16
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    • Sivaganesan, S., Berger, J.O., 1989. Ranges of posterior measures for priors with unimodal contaminations. Annals of Statistics 17 (2), 868-889.
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    • Sivaganesan, S.1    Berger, J.O.2
  • 17
    • 0010738133 scopus 로고
    • Using the Poisson inverse Gaussian in bonus-malus systems
    • Tremblay, L., 1992. Using the Poisson inverse Gaussian in bonus-malus systems. Astin Bulletin 22 (1), 97-106.
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    • Tremblay, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.