Tarification de l'Incendie des Risques Industriels Français par la Méthode de la Crédibilité

The industrial risks insurance market has shown a deficit for a few years, in France as well as in other European countries. In order to change that situation, insurers, with the help of their professional organizations, have begun to re-build their tariffs. Further, the progressive opening of the services European market has led these countries towards a standardization of their actuarial methods to estimate premiums. Among these methods, the credibility approach has already been adopted by Germany, Switzerland and partly by Belgium. We have applied this method to statistical data from the French market. The estimation of the pure premium is based on the Bühlmann-Straub model with a measure of volume for every category (sums insured in our case). Loadings for fluctuation have been evaluated by the N.P. approximation of the distribution function of the loss ratio. Beyond the simple use of the mathematical formulas, we have tried to measure the reaction of the model under different scenarii: risks typology with one, two or three levels, rough disturbance of the loss ratio of a category of risk, stability of the tariff over a long period of time, comparison of this tariff with the tariff built with the help of the existing French method based on a correction for large claims.