Multivariate latent risk: A credibility approach

ASTIN Bulletin

Volumn 38, Issue 1, 2008, Pages 137-146

  Englund, Martin ^a   Guillén, Montserrat ^b   Gustafsson, Jim ^c   Nielsen, Lars Hougaard ^c   Nielsen, Jens Perch ^d  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF BARCELONA   (Spain)

^c UNIVERSITY OF COPENHAGEN   (Denmark)

^d CITY UNIVERSITY   (United Kingdom)

Author keywords

Bonus Malus system; Multivariate credibility; Time dependent random effects

Indexed keywords

EID: 47249084229     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.38.1.2030406     Document Type: Article

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