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A computational model of a bonus-malus system with a variable trend |
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| Authors: | A. F. Koloskov |
| Affiliation: | (1) Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia |
| Abstract: | The paper considers a model of a bonus-malus system with a variable trend in the case of a three-parameter gamma distribution. The parameters of the distribution and the value of the trend are selected based on statistical data. The indexes of the bonus-malus system are obtained. |
| Keywords: | auto insurance model indexes of a bonus-malus system maximum-likelihood method mixed Poisson distribution posterior distribution gamma distribution |
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