✦ LIBER ✦
Equilibrium premiums and some efficiency measures for bonus-malus systems : 074043 (M31) Picech L., Sigalotti L., University of Trieste, Italy, Astin Colloquium Leuven, 1995
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 112 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0167-6687
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✦ Synopsis
prediction errors in the traditional IBNR model of Mack in case the risks are actually generated by an autoregressive structure. The results in this paper are applied to data on credit insurance.