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Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited

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  • Pitrebois, Sandra
  • Denuit, Michel
  • Walhin, Jean-François

Abstract

In this paper, we propose an analytic analogue to the simulation procedure described in Taylor (1997). We apply the formulas to a Belgian data set and discuss the interaction between a priori and a posteriori ratemakings.

Suggested Citation

  • Pitrebois, Sandra & Denuit, Michel & Walhin, Jean-François, 2003. "Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited," ASTIN Bulletin, Cambridge University Press, vol. 33(2), pages 419-436, November.
    • Handle: RePEc:cup:astinb:v:33:y:2003:i:02:p:419-436_01
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    Cited by:

    1. Oh, Rosy & Lee, Kyung Suk & Park, Sojung C. & Ahn, Jae Youn, 2020. "Double-counting problem of the bonus–malus system," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 141-155.
    2. Tan, Chong It & Li, Jackie & Li, Johnny Siu-Hang & Balasooriya, Uditha, 2015. "Optimal relativities and transition rules of a bonus–malus system," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 255-263.
    3. Mahmoudvand Rahim & Tan Chong It & Abbasi Narges, 2017. "Adjusting the Premium Relativities in a Bonus-Malus System: An Integrated Approach Using the First Claim Time and the Number of Claims," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 11(2), pages 1-19, July.
    4. Tan, Chong It, 2016. "Varying transition rules in bonus–malus systems: From rules specification to determination of optimal relativities," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 134-140.

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