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Теория доверительной оценки×Система «бонус-малус»×
ОбластьАктуарная наукаАктуарная наука
СемействоRegression modelRegression model
Год появления19671995
Автор методаHans BühlmannJean Lemaire
ТипWeighted linear blend of individual and collective experienceActuarial experience-rating model
Основополагающий источникBühlmann, 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
Другие названияBühlmann Credibility, Experience Rating, Linear Credibility Estimator, Güvenilirlik TeorisiNo-Claim Discount System, Merit Rating System, Experience Rating in Automobile Insurance, Prim-Ceza Sistemi
Связанные32
СводкаCredibility 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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ScholarGateСравнение методов: Credibility Theory · Bonus-Malus System. Получено 2026-06-18 из https://scholargate.app/ru/compare