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Bonus-Malus scales using exponential loss functions
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References

  • 2004Insurance: Mathematics and Economics1,308 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 1995Bonus-Malus Systems in Automobile Insurance325 cited
  • 1976Maximum Likelihood Estimation of a Compound Poisson Process179 cited
  • 1992Automobile insurance ratemaking in the presence of asymmetrical information173 cited
  • 1989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component162 cited
  • 1997Allowance for Cost of Claims in Bonus-Malus Systems100 cited
  • 1976A credibility theory for automobile bonus systems75 cited
  • 2000Experience Rating through Heterogeneous Models54 cited
  • 1979How to Define a Bonus-Malus System with an Exponential Utility Function47 cited
  • 1999Using Mixed Poisson Processes in Connection with Bonus-Malus Systems42 cited
  • 2012A nonasymptotic criterion for the evaluation of automobile bonus systems40 cited
  • 1997Setting a Bonus-Malus Scale in the Presence of other Rating Factors39 cited
  • 1989On bonus systems with credibility scales32 cited

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  • 2013Credibility theory based on trimming30 cited