Boucher, Jean-Philippe; Denuit, Michel; Guillen, Montserrat - In: Journal of Risk & Insurance 76 (2009) 4, pp. 821-846
The "hunger for bonus" is a well-known phenomenon in insurance, meaning that the insured does not report all of his accidents to save bonus on his next year's premium. In this article, we assume that the number of accidents is based on a Poisson distribution but that the number of claims is...