Design of optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance

ASTIN Bulletin

Volumn 31, Issue 1, 2001, Pages 1-22

  Frangos, Nicholas E ^a   Vrontos, Spyridon D ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

a posteriori classification criteria; a priori classification criteria; claim frequency; claim severity; Optimal BMS; quadratic loss function

Indexed keywords

EID: 85011437076     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.31.1.991     Document Type: Article

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