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Volumn 34, Issue 1, 2004, Pages 85-98

On the Use of Conditional Specification Models in Claim Count Distributions: An Application to Bonus-Malus Systems

Author keywords

Bonus Malus systems; Conditional Specification Model; Generalized Negative Binomial Distribution

Indexed keywords


EID: 85011463077     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100013891     Document Type: Article
Times cited : (17)

References (17)
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  • 6
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    • Gerber, H.1
  • 8
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    • Evaluating compound generalized Poisson distributions recursively
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    • Goovaerts, M.J.1    Kaas, R.2
  • 9
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    • How to define a Bonus-Malus system with an exponential utility function
    • Lemaire, J. (1979) How to define a Bonus-Malus system with an exponential utility function. Astin Bulletin, 10, 274–282.
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  • 12
    • 84974253342 scopus 로고
    • High deductibles instead of Bonus-Malus: can it work?
    • Lemaire, J. and Zi, H. (1994) High deductibles instead of Bonus-Malus: can it work? Astin Bulletin, 24(1), 75–88.
    • (1994) Astin Bulletin , vol.24 , Issue.1 , pp. 75-88
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  • 13
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    • Consistent estimation of a mixing distribution
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  • 15
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    • The Bayesian analysis of generalized Poisson models for claim frequency data utilising Markov chain Monte Carlo
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  • 16
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  • 17
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    • The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial
    • Willmot, G.E. (1987) The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial. Scandinavian Actuarial Journal, 113–127.
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    • Willmot, G.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.