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Volumn 29, Issue 1, 1999, Pages 81-99

Using mixed poisson processes in connection with bonus-malus systems

Author keywords

Bayes theorem; bonus malus systems; Hofmann's distribution; Mixed Poisson processes; non parametric estimation; stationary distribution

Indexed keywords


EID: 4344585241     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.29.1.504607     Document Type: Article
Times cited : (24)

References (16)
  • 2
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    • Coene, G. and Doray, L.G. (1996). A Financially Balanced Bonus-Malus System. ASTIN Bulletin, 26: 107–115.
    • (1996) ASTIN Bulletin , vol.26 , pp. 107-115
    • Coene, G.1    Doray, L.G.2
  • 3
    • 0041759298 scopus 로고
    • Distributions Stationnaires d'un Système Bonus-Malus et Probabilité de Ruine
    • Dufresne, F. (1988). Distributions Stationnaires d'un Système Bonus-Malus et Probabilité de Ruine. ASTIN Bulletin, 18: 31–46.
    • (1988) ASTIN Bulletin , vol.18 , pp. 31-46
    • Dufresne, F.1
  • 4
    • 6244292630 scopus 로고
    • The Efficiency of the Swiss Bonus-Malus System
    • Dufresne, F. (1995). The Efficiency of the Swiss Bonus-Malus System. Bulletin of the Swiss Actuaries, 1995(1): 29–41.
    • (1995) Bulletin of the Swiss Actuaries , vol.1995 , Issue.1 , pp. 29-41
    • Dufresne, F.1
  • 7
    • 0142209802 scopus 로고
    • Uber zusammengesetzte poisson-prozesse und ihre Anwendungen in der Unfall versicherung
    • Hofmann, M. (1955). Uber zusammengesetzte poisson-prozesse und ihre Anwendungen in der Unfall versicherung. Bulletin of the Swiss Actuaries, 55: 499–575.
    • (1955) Bulletin of the Swiss Actuaries , vol.55 , pp. 499-575
    • Hofmann, M.1
  • 8
    • 38249020574 scopus 로고
    • On Maximum Likelihood Estimation for Count Data Models
    • Hürlimann, W. (1990). On Maximum Likelihood Estimation for Count Data Models. Insurance: Mathematics and Economics, 9: 39–49.
    • (1990) Insurance: Mathematics and Economics , vol.9 , pp. 39-49
    • Hürlimann, W.1
  • 12
    • 0042363484 scopus 로고
    • Some Asymptotic Properties of Bonus Systems
    • Loimaranta, K. (1972). Some Asymptotic Properties of Bonus Systems. ASTIN Bulletin, 6: 233–245.
    • (1972) ASTIN Bulletin , vol.6 , pp. 233-245
    • Loimaranta, K.1
  • 13
    • 12844264697 scopus 로고
    • On the Compound and Generalized Poisson Distributions
    • Maceda, E. (1948). On the Compound and Generalized Poisson Distributions. Annals of Mathematical Statistics, 19: 414–416.
    • (1948) Annals of Mathematical Statistics , vol.19 , pp. 414-416
    • Maceda, E.1
  • 14
    • 84958437977 scopus 로고
    • Recursive Evaluation of a Family of Compound Distributions
    • Panjer, H.H. (1981). Recursive Evaluation of a Family of Compound Distributions. ASTIN Bulletin, 12: 22–26.
    • (1981) ASTIN Bulletin , vol.12 , pp. 22-26
    • Panjer, H.H.1
  • 15
    • 0001091756 scopus 로고
    • Maximum Likelihood Estimation of a Compound Poisson Process
    • Simar, L. (1976). Maximum Likelihood Estimation of a Compound Poisson Process. The Annals of Statistics, 4: 1200–1209.
    • (1976) The Annals of Statistics , vol.4 , pp. 1200-1209
    • Simar, L.1
  • 16
    • 0010738133 scopus 로고
    • Using the Poisson Inverse Gaussian Distribution in Bonus-Malus Systems
    • Tremblay, L. (1992). Using the Poisson Inverse Gaussian Distribution in Bonus-Malus Systems. ASTIN Bulletin, 22: 97–106.
    • (1992) ASTIN Bulletin , vol.22 , pp. 97-106
    • Tremblay, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.