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| 신용 이론× | 보너스-말루스 시스템× | |
|---|---|---|
| 분야 | 보험계리학 | 보험계리학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1967 | 1995 |
| 창시자≠ | Hans Bühlmann | Jean Lemaire |
| 유형≠ | Weighted linear blend of individual and collective experience | Actuarial experience-rating model |
| 원전≠ | Bühlmann, H. (1967). Experience rating and credibility. ASTIN Bulletin, 4(3), 199–207. DOI ↗ | Lemaire, J. (1995). Bonus-Malus Systems in Automobile Insurance. Kluwer Academic Publishers. ISBN: 978-0-7923-9545-5 |
| 별칭 | Bühlmann Credibility, Experience Rating, Linear Credibility Estimator, Güvenilirlik Teorisi | No-Claim Discount System, Merit Rating System, Experience Rating in Automobile Insurance, Prim-Ceza Sistemi |
| 관련≠ | 3 | 2 |
| 요약≠ | Credibility Theory is an actuarial framework for estimating the pure premium of an individual risk by blending its own observed loss experience with the collective (portfolio) mean. Introduced by Hans Bühlmann in 1967, the method derives the optimal linear combination—the credibility-weighted premium—that minimises mean squared error. It extends classical experience rating to a rigorous statistical footing rooted in Bayesian and linear estimation principles. | A Bonus-Malus System (BMS) is an actuarial experience-rating mechanism used primarily in automobile insurance to adjust individual policyholders' premiums based on their personal claim history. Policyholders who remain claim-free receive premium discounts (bonus), while those who file claims are penalised with surcharges (malus). The framework was comprehensively formalised and analysed by Jean Lemaire in his landmark 1995 monograph, which remains the definitive reference for the design and evaluation of such systems worldwide. |
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