메뉴 건너뛰기




Volumn 2006, Issue 5, 2006, Pages 247-264

An actuarial analysis of the French bonus-malus system

Author keywords

Bonus Malus system; Convolution of independent and identically distributed random vectors; Financial stability; Markov chains

Indexed keywords


EID: 65149088107     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230600986136     Document Type: Article
Times cited : (3)

References (9)
  • 1
    • 84908889457 scopus 로고
    • A nonasymptotic criterion for the evaluation of automobile bonus systems
    • Borgan, O., Hoem J. and Norberg, R. (1981). A nonasymptotic criterion for the evaluation of automobile bonus systems. Scandinavian Actuarial Journal, 92-107.
    • (1981) Scandinavian Actuarial Journal , pp. 92-107
    • Borgan, O.1    Hoem, J.2    Norberg, R.3
  • 2
    • 0010742255 scopus 로고    scopus 로고
    • Extremal generators and extremal distributions for the continuous s-convex stochastic orderings
    • Denuit, M., De Vylder, F.E., & Lefèvre, Cl. (1999). Extremal generators and extremal distributions for the continuous s-convex stochastic orderings. Insurance: Mathematics and Economics 24, 201-217.
    • (1999) Insurance: Mathematics and Economics , vol.24 , pp. 201-217
    • Denuit, M.1    De Vylder, F.E.2    Lefèvre, C.3
  • 4
    • 84889406440 scopus 로고    scopus 로고
    • Modélisation du système de bonus malus français. Bulletin Français d
    • Kelle, M. (2000). Modélisation du système de bonus malus français. Bulletin Français d. Actuariat 4, 45-64.
    • (2000) Actuariat , vol.4 , pp. 45-64
    • Kelle, M.1
  • 6
    • 0042363485 scopus 로고
    • A credibility theory for automobile bonus systems
    • Norberg, R. (1976). A credibility theory for automobile bonus systems. Scandinavian Actuarial Journal, 92-107.
    • (1976) Scandinavian Actuarial Journal , pp. 92-107
    • Norberg, R.1
  • 7
    • 85011482263 scopus 로고    scopus 로고
    • Setting a bonus-malus scale in the presence of other rating factors: Taylor’s work revisited
    • Pitrebois, S., Denuit, M. & Walhin, J. F. (2003). Setting a bonus-malus scale in the presence of other rating factors: Taylor’s work revisited. Astin Bulletin 33, 419-436.
    • (2003) Astin Bulletin , vol.33 , pp. 419-436
    • Pitrebois, S.1    Denuit, M.2    Walhin, J.F.3
  • 8
    • 0009953393 scopus 로고    scopus 로고
    • On multivariate Panjer recursions
    • Sundt, B. (1999). On multivariate Panjer recursions. Astin Bulletin 29, 29-45.
    • (1999) Astin Bulletin , vol.29 , pp. 29-45
    • Sundt, B.1
  • 9
    • 85011463375 scopus 로고    scopus 로고
    • The mixed bivariate Hofmann distribution
    • Walhin, J. F. & Paris, J. (2001). The mixed bivariate Hofmann distribution. Astin Bulletin 31, 123-138.
    • (2001) Astin Bulletin , vol.31 , pp. 123-138
    • Walhin, J.F.1    Paris, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.