شماره ركورد كنفرانس :
4155
عنوان مقاله :
Optimal Relativity Premium for a Bonus-Malus System Using Non-asymptotic Approach
پديدآورندگان :
Teimourian Maryam Teimorymar@gmail.com Islamic Azad University of Roudehen , Payandeh najafabadi Amir Teymor Amirtpayandeh@sbu.ac.ir Shahid Beheshti University of Tehran , Vahidi asl Mohammad Qasem M-vahidi@sbu.ac.ir Shahid Beheshti University of Tehran
كليدواژه :
Non , asymptotic approach , Bayesian relativity , Bonus , malus System , Optimal linear relativity , Maximum entropy method.
عنوان كنفرانس :
اولين همايش ملي روشهاي مدرن در قيمت گذاري هاي بيمه اي و آمارهاي صنعتي
چكيده فارسي :
An optimal Bonus-malus system can be determined via its relativity premium. Borgan et al., (1981) introduced a non-asymptotic approach for Bonus-malus system. Their method considered an integer-valued random variable that represents the age of the policy in the portfolio and considers the transient behavior of a Bonus-malus system. This article employs the maximum entropy method along with a Bayesian estimation method to derive an optimal linear relativity premium using non-asymptotic approach. Application of our findings has been given for Bonus-malus systems in some country.
