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

Víctor Blanco and José M. Pérez-Sánchez

ASTIN Bulletin, 2018, vol. 48, issue 1, 311-337

Abstract: 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.

Date: 2018
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