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- W1481397384 abstract "This paper describes a method for computing the distribution function of the loss severity in a Bonus-Malus system with k levels. A closed form expression for the distribution function of the loss severity by assuming different distributions for claim sizes and claim numbers in each level has been derived. Also, Ruin probability and computing VaR in the system have been given." @default.
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- W1481397384 date "2014-07-20" @default.
- W1481397384 modified "2023-09-24" @default.
- W1481397384 title "Distribution of Loss Severity of Bonus-Malus Systems" @default.
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- W1481397384 doi "https://doi.org/10.17485/ijst/2014/v7i7.20" @default.
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