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Document Details : Title: Using Mixed Poisson Processes in Connection with Bonus-Malus Systems Author(s): WALHIN, J.F. , PARIS, J. Journal: ASTIN Bulletin Volume: 29 Issue: 1 Date: May 1999 Pages: 81-100 DOI: 10.2143/AST.29.1.504607 Abstract : For the construction of bonus-malus systems, we propose to show how to apply, thanks to simple mathematics, a parametric method encompassing those encountered in the literature. We also compare this parametric method with a non-parametric one that has not yet been used in the actuarial literature and that however permits a simple formulation of the stationary and transition probabilities in a portfoliho whenever we have the intention to construct a bonus-malus system with finite number of classes. |
