2 citations · 2 across the 3 of their papers we have counts for
3 papers
stat.AP2020
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency-severity model
Rosy Oh, Joseph H. T. Kim, Jae Youn Ahn
In auto insurance, a Bonus-Malus System (BMS) is commonly used as a posteriori risk classification mechanism to set the premium for the next contract period based on a policyholder…
stat.AP2020
Predictive Risk Analysis in Collective Risk Model: Choices between Historical Frequency and Aggregate Severity
Rosy Oh, Youngju Lee, Dan Zhu +1
Typical risk classification procedure in insurance is consists of a priori risk classification determined by observable risk characteristics, and a posteriori risk classification w…
stat.AP2019★ 2 cited
Implementation of Frequency-Severity Association in BMS Ratemaking
Rosy Oh, Peng Shi, Jae Youn Ahn
A Bonus-Malus System (BMS) in insurance is a premium adjustment mechanism widely used in a posteriori ratemaking process to set the premium for the next contract period based on a…