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Actuarial modelling of claim counts : risk classification, credibility and bonus-malus scales
Denuit, Michel; Maréchal, Xavier; Pitrebois, Sandra; … - 2007
Persistent link: https://www.econbiz.de/10003401750
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Design of Optimal Bonus-Malus Systems with a Frequency and a Severity Compnent on an Individual Basis in Automobile Insurance
Frangos, Nicholas E.; Vrontos, Spyridon D. - International Actuarial Association / Actuarial Studies … - 2001
The majority of optimal Bonus-Malus Systems (BMS) presented up to now in the actuarial literature assign to each …
Persistent link: https://www.econbiz.de/10005847088
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Bonus-Malus Systems: "Lack of Transparency" and Adequacy Measure
Verico, Paola - International Actuarial Association / Actuarial Studies … - 2002
merit coefficient for portfolios of Bonus-Malus policies... …
Persistent link: https://www.econbiz.de/10005847064
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The Development of an Optimal Bonus-Malus System in a Competitive Market
Baione, Fabio; Levantesi, Susanna; Menzietti, Massimiliano - Universität "La Sapienza" <Rom> / Lehrstuhl für … - 2002
BMS in force show a progressive reduction of the observed average premium, which causes a financial imbalance in the system (see LEMAIRE (1995)...
Persistent link: https://www.econbiz.de/10005847076
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Allowance for the Age of Claims in Bonus-Malus Systems
Pinquet, Jean; Guillen, Montserrat; Bolance, Catalina - 2001
The purpose of the paper is to use the age of claims in the prediction of risks. A dynamic random effects model on longitudinal count data is presented...
Persistent link: https://www.econbiz.de/10005847086
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Experience Rating Schemes for Fleets of Vehicles
Desjardins, Denise; Dionne, Georges; Pinquet, Jean - 2001
This paper proposes bonus-malus systems for fleets of vehicles, by using the individual characteristics of both the … vehicles and the carriers. Bonus-malus coefficients are computed from the history of claims or from the history of safety …
Persistent link: https://www.econbiz.de/10005847092
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The True Claim Amount and Frequency Distribution of a Bonus-Malus System
Walhin, Jean Francois; Paris, Jose - 2000
We apply Lemaire's algorithm and a non-parametric mixed Poisson fit to a motor insurance portfolio in order to find the true claim frequency and claim amount distributions...
Persistent link: https://www.econbiz.de/10005847112
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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 …
Persistent link: https://www.econbiz.de/10005847172
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Signaling and adverse selection in the automobile insurance market
Puelz, Robert - 1990
Persistent link: https://www.econbiz.de/10000860619
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Market organization, search and efficiency : essays in applied microeconomics
Smith, Eric - 1990
Persistent link: https://www.econbiz.de/10000867592