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A Generalization Of Automobile Insurance Rating Models: The Negative Binomial Distribution With A Regression Component

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Author Info
DIONNE, G.
VANASSE, C.

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Abstract

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Publisher Info
Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 8833.

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Length: 22 pages
Date of creation: 1988
Date of revision:
Handle: RePEc:mtl:montec:8833

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Keywords: tarifs douaniers ; analyse statistique;

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  1. Georges Dionne & Benoit Dostie, 2007. "Estimating the Effect of a Change in Insurance Pricing Regime on Accidents with Endogenous Mobility," Cahiers de recherche 0728, CIRPEE. [Downloadable!]
    Other versions:
  2. D. Desjardins & G. Dionne & J. Pinquet, 2000. "Experience rating schemes for fleets of vehicles," THEMA Working Papers 2000-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Other versions:
  3. Christian Gourieroux & Joann Jasiak, 2001. "Dynamic Factor Models," Econometric Reviews, Taylor and Francis Journals, vol. 20(4), pages 385-424. [Downloadable!] (restricted)
  4. Hela Dahen & Georges Dionne, 2007. "Scaling Models for the Severity and Frequency of External Operational Loss Data," Cahiers de recherche 0702, CIRPEE. [Downloadable!]
  5. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-9, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008. [Downloadable!]
  6. J. Pinquet & M. Guillén & C. Bolancé, 2000. "Long-range contagion in automobile insurance data : estimation and implications for experience rating," THEMA Working Papers 2000-43, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
  7. Georges Dionne & Olfa Ghali, 2003. "The (1992) Bonus-Malus System in Tunisia: An Empirical Evaluation," THEMA Working Papers 2003-40, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Other versions:
  8. Jean Pinquet & Georges Dionne & Charles Vanasse & Mathieu Maurice, 2007. "Point-record incentives, asymmetric information and dynamic data," Working Papers hal-00243056_v1, HAL. [Downloadable!]
  9. Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007. "On the link between credibility and frequency premium," Working Papers hal-00243063_v1, HAL. [Downloadable!]
    Other versions:
  10. J. Pinquet, 1998. "Designing optimal bonus-malus systems from different types of claims," THEMA Working Papers 98-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
  11. Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2004. "Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles," Cahiers de recherche 0423, CIRPEE. [Downloadable!]
  12. Kelvin Yau & Karen Yip & H. K. Yuen, 2003. "Modelling repeated insurance claim frequency data using the generalized linear mixed model," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(8), pages 857-865, October. [Downloadable!] (restricted)
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