Stay or Move to a New Bonus-Malus System
کد مقاله : 1118-FEMATH (R1)
نویسندگان:
1منصوره ساکی زاده *، 2امیرتیمور پاینده
1کارمند
2استاد دانشگاه شهید بهشتی
چکیده مقاله:
A solution of moving between two Bonus-Malus systems is considered in this paper. Innthis way, it will be shown which level of Bonus-Malus system1 is most sutible for policyholder wanting to move to Bonus-Malus system2 with exact level. In the new conclusion, roll of Bonus-Malusnsystem will be more sensible. Others calculated sutible level just for one year when Bonus-Malusnsystems get steady-state, but in new approach, situation of m continuous years are considered. Alsonthe new approach will be obtained for Poisson-gamma, inflated Poisson-gamma, binomial-gammanand inflated binomial-gamma distribution under mean square error loss by using credibility.nnA solution of moving between two Bonus-Malus systems is considered in this paper. Innthis way, it will be shown which level of Bonus-Malus system1 is most sutible for policyholder wanting to move to Bonus-Malus system2 with exact level. In the new conclusion, roll of Bonus-Malusnsystem will be more sensible. Others calculated sutible level just for one year when Bonus-Malusnsystems get steady-state, but in new approach, situation of m continuous years are considered. Alsonthe new approach will be obtained for Poisson-gamma, inflated Poisson-gamma, binomial-gammanand inflated binomial-gamma distribution under mean square error loss by using credibility.
کلیدواژه ها:
Bonus-Malus System, Mean square error, Measure of discrepancy.
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