ON THE AGGREGATION OF EXPERTS' INFORMATION IN BONUS-MALUS SYSTEMS

被引：0
|
作者：
Blanco, Victor [1 ]
Perez-Sanchez, Jose M. [1 ]
机构：
[1] Univ Granada, Dept Quantitat Methods Econ & Business, Granada 18011, Spain
来源：
ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION | 2018年 / 48卷 / 01期
关键词：
Non-life insurance; premium calculation principles; Ordered Weighted Averaging; mathematical programming; Bayesian statistics; FUZZY-LOGIC; INSURANCE; DECISIONS; OPERATORS; OPINION;
D O I：
10.1017/asb.2017.25
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper, we propose a new family of premium calculation principles based on the use of prior information from different sources. Under this framework and based on the use of Ordered Weighted Averaging operators, we provide alternative collective and Bayes premiums and describe some approaches to efficiently compute them. Several examples are detailed to illustrate the performance of the new methods.
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页码：311 / 337
页数：27
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