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Bonus-Malus scales using exponential loss functions
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Document type | Article de périodique (Journal article) – Article de recherche |
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Publication date | 2001 |
Language | Anglais |
Journal information | "German Actuarial Bulletin" - Vol. 25, p. 13-27 (2001) |
Peer reviewed | yes |
issn | 1864-0281 |
Publication status | Publié |
Affiliation | Louvain School of Management |
Links |
- Bermudez, L;M. Denuit;J. Dhaene;1. Morillo (2000): Optimal Bonus-Malus systems integrating a priori risk classification. Discussion Paper, Institut de Statistique, Université Catholique de Louvain, Louvain-la-Neuve, Belgium.
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- Lemaire Jean, How to Define a Bonus-Malus System with an Exponential Utility Function, 10.1017/s0515036100005900
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- Pinquet, J. (1997): Allowance for cost of claims in Bonus-Malus systems. ASTIN Bulletin 27, 33–57.
- Pinquet, J. (2000): Experience rating through heterogeneous models. In Handbook of Insurance, edited by G. Dionne. Kluwer Academic Publishers.
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- Simar, L (1976): Maximum likelihood estimation of a compound Poisson process. Annals of Statistics 4, 1200–1209.
- Taylor, G. (1997): Setting a Bonus-Malus scale in the presence of other rating factors. ASTIN Bulletin 27, 319–327.
- Walhin, J.F.;J. Paris (1999): Using mixed Poisson distributions in connection with BonusMalus systems. ASTIN Bulletin 29, 81–99.
Bibliographic reference | Denuit, Michel ; Dhaene, Jan. Bonus-Malus scales using exponential loss functions. In: German Actuarial Bulletin, Vol. 25, p. 13-27 (2001) |
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Permanent URL | http://hdl.handle.net/2078/17225 |