메뉴 건너뛰기




Volumn 42, Issue 2, 2008, Pages 727-735

Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation

Author keywords

Count data; Credibility; Exponential loss; Hunger for bonus; Number of accidents; Quadratic loss; Zero inflated models

Indexed keywords


EID: 40949109717     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.08.003     Document Type: Article
Times cited : (24)

References (20)
  • 1
    • 84958430328 scopus 로고
    • Experience rating and credibility
    • Bühlmann H. Experience rating and credibility. ASTIN Bulletin 4 (1967) 199-207
    • (1967) ASTIN Bulletin , vol.4 , pp. 199-207
    • Bühlmann, H.1
  • 3
    • 35348829339 scopus 로고    scopus 로고
    • Fixed versus random effects in Poisson regression models for claim counts: Case study with motor insurance
    • Boucher J.-P., and Denuit M. Fixed versus random effects in Poisson regression models for claim counts: Case study with motor insurance. ASTIN Bulletin 36 (2006) 285-301
    • (2006) ASTIN Bulletin , vol.36 , pp. 285-301
    • Boucher, J.-P.1    Denuit, M.2
  • 4
    • 40949101542 scopus 로고    scopus 로고
    • Boucher, J.-P., Denuit, M., 2007. Crédibilité linéaire multivariée utilisant le nombre de périodes avec réclamations: Modèles de Poisson, modèles à barrière et modèles gonflés à zéro. Working Paper
    • Boucher, J.-P., Denuit, M., 2007. Crédibilité linéaire multivariée utilisant le nombre de périodes avec réclamations: Modèles de Poisson, modèles à barrière et modèles gonflés à zéro. Working Paper
  • 5
    • 40949110734 scopus 로고    scopus 로고
    • Boucher, J.-P., Denuit, M., Guillén, M., 2006. Number of accidents or number of claims? An approach with zero-inflated Poisson models for panel data. Working Paper
    • Boucher, J.-P., Denuit, M., Guillén, M., 2006. Number of accidents or number of claims? An approach with zero-inflated Poisson models for panel data. Working Paper
  • 6
    • 0346082534 scopus 로고    scopus 로고
    • Bonus-Malus scales using exponential loss functions
    • Denuit M., and Dhaene J. Bonus-Malus scales using exponential loss functions. German Actuarial Bulletin 25 (2001) 13-27
    • (2001) German Actuarial Bulletin , vol.25 , pp. 13-27
    • Denuit, M.1    Dhaene, J.2
  • 8
    • 40949139466 scopus 로고    scopus 로고
    • Ferreira, J., 1977. Identifying equitable insurance premiums for risk classes: An alternative to the classical approach. In: Lecture Presented at the 23th International Meeting of the Institute of Management Sciences, Athens, Greece
    • Ferreira, J., 1977. Identifying equitable insurance premiums for risk classes: An alternative to the classical approach. In: Lecture Presented at the 23th International Meeting of the Institute of Management Sciences, Athens, Greece
  • 9
    • 0012642939 scopus 로고
    • Credibility for Regression Models with Applications to Trend
    • Kahn P.M. (Ed), Academic Press, New York
    • Hachemeister C. Credibility for Regression Models with Applications to Trend. In: Kahn P.M. (Ed). Credibility: Theory and Applications (1975), Academic Press, New York 129-163
    • (1975) Credibility: Theory and Applications , pp. 129-163
    • Hachemeister, C.1
  • 10
    • 84935670624 scopus 로고
    • Econometric models for count data with application to the patents-R and D relationship
    • Hausman J., Hall B., and Griliches Z. Econometric models for count data with application to the patents-R and D relationship. Econometrica 52 (1984) 909-938
    • (1984) Econometrica , vol.52 , pp. 909-938
    • Hausman, J.1    Hall, B.2    Griliches, Z.3
  • 11
    • 0041489838 scopus 로고
    • The use of collateral data in credibility theory: A hierarchical model
    • Jewell W. The use of collateral data in credibility theory: A hierarchical model. Giornale dell Istituto Italiano degli Attuari 38 (1975) 1-16
    • (1975) Giornale dell Istituto Italiano degli Attuari , vol.38 , pp. 1-16
    • Jewell, W.1
  • 13
    • 84976184565 scopus 로고
    • La soif du bonus
    • Lemaire J. La soif du bonus. ASTIN Bulletin 9 (1977) 181-190
    • (1977) ASTIN Bulletin , vol.9 , pp. 181-190
    • Lemaire, J.1
  • 14
    • 0141760390 scopus 로고    scopus 로고
    • Bonus-Malus system using an exponential loss function with an inverse Gaussian distribution
    • Morillo I., and Bermúdez L. Bonus-Malus system using an exponential loss function with an inverse Gaussian distribution. Insurance: Mathematics and Economics 33 (2003) 49-57
    • (2003) Insurance: Mathematics and Economics , vol.33 , pp. 49-57
    • Morillo, I.1    Bermúdez, L.2
  • 15
    • 40949126297 scopus 로고
    • The swedish system of bonus
    • Philipson C. The swedish system of bonus. ASTIN Bulletin 1 (1960) 134-141
    • (1960) ASTIN Bulletin , vol.1 , pp. 134-141
    • Philipson, C.1
  • 16
    • 85011526498 scopus 로고    scopus 로고
    • The true claim amount and frequency distributions within a Bonus-Malus system
    • Walhin J.-F., and Paris J. The true claim amount and frequency distributions within a Bonus-Malus system. ASTIN Bulletin 30 (2000) 391-403
    • (2000) ASTIN Bulletin , vol.30 , pp. 391-403
    • Walhin, J.-F.1    Paris, J.2
  • 17
    • 16844379545 scopus 로고    scopus 로고
    • On modeling claim frequency data in general insurance with extra zeros
    • Yip K., and Yau K. On modeling claim frequency data in general insurance with extra zeros. Insurance: Mathematics and Economics 36 (2005) 153-163
    • (2005) Insurance: Mathematics and Economics , vol.36 , pp. 153-163
    • Yip, K.1    Yau, K.2
  • 18
    • 0347292170 scopus 로고    scopus 로고
    • Credibility and persistency
    • Young V. Credibility and persistency. ASTIN Bulletin 26 (1996) 53-69
    • (1996) ASTIN Bulletin , vol.26 , pp. 53-69
    • Young, V.1
  • 19
    • 85011135107 scopus 로고    scopus 로고
    • Credibility using a loss function from spline theory: Parametric models with a one-dimensional sufficient statistic
    • Young V. Credibility using a loss function from spline theory: Parametric models with a one-dimensional sufficient statistic. North American Actuarial Journal 2 (1998) 101-117
    • (1998) North American Actuarial Journal , vol.2 , pp. 101-117
    • Young, V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.