2 citations · 5 across the 7 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
stat.AP2019
Double-Counting Problem of the Bonus-Malus System
Rosy Oh, Kyung Suk Lee, Sojung C. Park +1
The bonus-malus system (BMS) is a widely used premium adjustment mechanism based on policyholder's claim history. Most auto insurance BMSs assume that policyholders in the same bon…
stat.AP2019★ 2 cited
On Copula-based Collective Risk Models
Rosy Oh, Jae Youn Ahn, Woojoo Lee
Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches…
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…