Search Results - person:"Walhin, J.-F."

The Practical Replacement of a Bonus-Malus System

Walhin, J.F.; Paris, J. - 2001

In this paper we will show how to set up a practical bonus-malus system with a finite number of classes. We will use the actual claim amount and claims frequency distributions in order to predict the future observed claims frequency when the new bonus-malus system will be in use...

Persistent link: https://www.econbiz.de/10005847085

The Mixed Bivariate Hofmann Distribution

Walhin, J.F.; Paris, J. - International Actuarial Association / Actuarial Studies … - 2001

-39. WALHIN, J.F. and PARIS, J. (2000a) The Effect of Excess of Loss Reinsurance with Reinstate- ments on the Cedent’s Portfolio …. Blatter Deutsche Gesellschaft für Versicherungsmathematik, 24, 615-627. WALHIN, J.F. and PARIS, J. (2000b) A Large Family of … Discrete and Overdispersed Probability Laws. submitted. WALHIN, J.F. and PARIS, J. (2000c) Recursive Formulae for Some …

Persistent link: https://www.econbiz.de/10005847095

Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method

Walhin, J.F.; Paris, J. - 2000

WALHIN, J.F. and PARIS, J. (2000a) Excess-of-Loss Reinsurance with Reinstatements and Ruin of the Cedent. submitted. WALHIN …, J.F. and PAroS, J. (2000b) A Large Family of Discrete and Overdispersed Probability Laws. forthcomhzg. JEAN …

Persistent link: https://www.econbiz.de/10005847151

Using Mixed Poisson Processes in Connection with Bonus-Malus Systems

Walhin, J.F.; Paris, J. - 1999

For the construction of bonus-malus systems, we propose to show how to apply, thanks to simple mathematics, a parametric method encompassing those encountered in the literature...

Persistent link: https://www.econbiz.de/10005847172

On the Use of Equispaced Discrete Distributions

Walhin, J.F.; Paris J. - 1998

. Wahrscheinlichkeitstheorie verw. Geb., 23: 187-196. WALHIN, J.F. and PARIS, J. (1998). A Large Family of Discrete Probability Laws …

Persistent link: https://www.econbiz.de/10005847244

On the optimality of proportional reinsurance

Lampaert, I.; Walhin, J.F. - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 225

Persistent link: https://www.econbiz.de/10005922157

WORKSHOP - Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited

Pitrebois, S.; Denuit, M.; Walhin, J.-F. - In: Astin bulletin : the journal of the International … 33 (2003) 2, pp. 419-436

Persistent link: https://www.econbiz.de/10008215094

Bivariate Hofmann distributions

Walhin, J. F. - In: Journal of Applied Statistics 30 (2003) 9, pp. 1033-1046

The aim of this paper is to develop some bivariate generalizations of the Hofmann distribution. The Hofmann distribution is known to give nice fits for overdispersed data sets. Two bivariate models are proposed. Recursive formulae are given for the evaluation of the probability function....

Persistent link: https://www.econbiz.de/10005278961

WORKSHOP - The Practical Replacement of a Bonus-Malus System

Walhin, J.-F.; Paris, J. - In: Astin bulletin : the journal of the International … 31 (2001) 2, pp. 317-336

Persistent link: https://www.econbiz.de/10008216631

WORKSHOP - The Mixed Bivariate Hofmann Distribution

Walhin, J.F.; Paris, J. - In: Astin bulletin : the journal of the International … 31 (2001) 1, pp. 123-138

Persistent link: https://www.econbiz.de/10008216853