On asymptotic properties of Bonus–Malus systems based on the number and on the size of the claims

Abstract
A general framework for a Bonus–Malus system (BMS) based on the number and the size of the claims is presented, the set of the bonus classes being an interval [a,?b], say 01
Volume
No. 4
Page
309-320
Year
2005
Categories
Actuarial Applications and Methodologies
Ratemaking
Experience Rating
Financial and Statistical Methods
Loss Distributions
Frequency
Financial and Statistical Methods
Loss Distributions
Severity
Financial and Statistical Methods
Simulation
Publications
Scandinavian Actuarial Journal
Authors
Heikki Bonsdorff