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Document Details : Title: The True Claim Amount and Frequency Distribution of a Bonus-Malus System Author(s): WALHIN, J.F. , PARIS, J. Journal: ASTIN Bulletin Volume: 30 Issue: 2 Date: November 2000 Pages: 391-404 DOI: 10.2143/AST.30.2.504642 Abstract : We apply Lemaire's algorithm and a non-parametric mixed Poisson fit to a motor insurance portfolio in order to find the true claim frequency and claim amount distributions. The algorithm we develop accounts for the fact that observed distributions are distorted by bonus hunger, when a bonus-malus system is used by the insurer. |
