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1 results

  • On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems

  • José María Sarabia, Emilio Gómez-Déniz, Francisco J. Vázquez-Polo
  • Journal:
    ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 1 / May 2004
    Published online by Cambridge University Press:
    17 April 2015, pp. 85-98
    Print publication:
    May 2004
    • Article
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  • In this paper a new methodology using the conditional specification technique intoduced by Arnold et al. (1999) is used to obtain bonus-malus premiums. A Poisson distribution for which the parameter is a function of the classical structure parameter is used and a new class of prior distribution arises in a natural way. This model contains, as a particular case, the classical compound Poisson model and is found to be much more robust than earlier ones. An example is given to illustrate our ideas.