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Jean Pinquet

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Georges Dionnne & Pierre-Carl Michaud & Jean Pinquet, 2012. "A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance," Cahiers de recherche 1204, CIRPEE.

    Cited by:

    1. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
    2. Abay, Kibrom A. & Kahsay, Goytom Abraha, 2018. "Long-term effects of alternative deterrence policies: Panel data evidence from traffic punishments in Denmark," Transportation Research Part A: Policy and Practice, Elsevier, vol. 113(C), pages 1-19.
    3. Dionne, Georges & Desjardins, Denise & Angers, Jean-François, 2021. "Road safety for fleets of vehicles," Working Papers 21-3, HEC Montreal, Canada Research Chair in Risk Management.
    4. Georges Dionne & Ying Liu, 2021. "Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China," Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(2), pages 453-477, April.
    5. Yarmukhamedov, Sherzod, 2013. "Empirical analysis of moral hazard: a study of a vehicle insurance tax reform," Working papers in Transport Economics 2013:14, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
    6. Ding, Ning & Ruan, Xiao & Wang, Hao & Liu, Yuan, 2025. "Automobile Insurance Fraud Detection Based on PSO-XGBoost Model and Interpretable Machine Learning Method," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 51-60.
    7. Alois Geyer & Daniela Kremslehner & Alexander Muermann, 2020. "Asymmetric Information in Automobile Insurance: Evidence From Driving Behavior," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(4), pages 969-995, December.
    8. Ciprian MatiÅŸ & Eugenia MatiÅŸ, 2013. "Asymmetric Information In Insurance Field: Some General Considerations," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(15), pages 1-17.
    9. Imen Karaa, 2018. "Moral Hazard and Learning in the Tunisian Automobile Insurance Market: New Evidence from Dynamic Data," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(3), pages 560-589, July.
    10. Dionne, Georges, 2012. "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers 12-10, HEC Montreal, Canada Research Chair in Risk Management.
    11. Kibrom A. Abay, 2018. "How Effective Are Non‐Monetary Instruments for Safe Driving? Panel Data Evidence on the Effect of the Demerit Point System in Denmark," Scandinavian Journal of Economics, Wiley Blackwell, vol. 120(3), pages 894-924, July.
    12. Omid Ghaffarpasand & Mark Burke & Louisa K. Osei & Helen Ursell & Sam Chapman & Francis D. Pope, 2022. "Vehicle Telematics for Safer, Cleaner and More Sustainable Urban Transport: A Review," Sustainability, MDPI, vol. 14(24), pages 1-20, December.

  2. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.

    Cited by:

    1. Dionne, Georges, 2012. "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers 12-10, HEC Montreal, Canada Research Chair in Risk Management.

  3. Pierre Picard & Jean Pinquet, 2011. "Optimal risk financing in large corporations through insurance captives," Working Papers hal-00567263, HAL.

    Cited by:

    1. Jean-François Outreville, 2014. "The Meaning of Risk? Insights from The Geneva Risk and Insurance Review," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(4), pages 768-781, October.

  4. Jean Pinquet & Georges Dionne & Charles Vanasse & Maurice Mathieu, 2011. "Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data," Post-Print hal-00567866, HAL.

    Cited by:

    1. Castillo-Manzano, José I. & Castro-Nuño, Mercedes, 2012. "Driving licenses based on points systems: Efficient road safety strategy or latest fashion in global transport policy? A worldwide meta-analysis," Transport Policy, Elsevier, vol. 21(C), pages 191-201.
    2. Rebollo-Sanz, Yolanda & Rodríguez-López, Jesús & Rodríguez-Planas, Núria, 2021. "Penalty-point system, deterrence and road safety: A quasi-experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 408-433.
    3. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
    4. Abay, Kibrom A. & Kahsay, Goytom Abraha, 2018. "Long-term effects of alternative deterrence policies: Panel data evidence from traffic punishments in Denmark," Transportation Research Part A: Policy and Practice, Elsevier, vol. 113(C), pages 1-19.
    5. Castillo-Manzano, José I. & Castro-Nuño, Mercedes & López-Valpuesta, Lourdes & Pedregal, Diego J., 2019. "From legislation to compliance: The power of traffic law enforcement for the case study of Spain," Transport Policy, Elsevier, vol. 75(C), pages 1-9.
    6. Chandler, Vincent, 2012. "Assessing the Impact of Deterrence on Road Safety due to the Demerit Point System," MPRA Paper 39439, University Library of Munich, Germany.
    7. Georges Dionne & Ying Liu, 2021. "Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China," Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(2), pages 453-477, April.
    8. Heni Boubaker & Nadia Sghaier, 2014. "How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?," Working Papers 2014-282, Department of Research, Ipag Business School.
    9. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
    10. Marcello Basili & Filippo Belloc & Simona Benedettini & Antonio Nicita, 2012. "Warning, Learning and Compliance: Evidence from Micro-data on Driving Behavior," Department of Economics University of Siena 639, Department of Economics, University of Siena.
    11. Dionne, Georges & Rothschild, Casey, 2012. "Risk classification in insurance contracting," Working Papers 11-5, HEC Montreal, Canada Research Chair in Risk Management.
    12. Peng Shi & Wei Zhang, 2016. "A Test of Asymmetric Learning in Competitive Insurance With Partial Information Sharing," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(3), pages 557-578, September.
    13. Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2012. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Working Papers 12-1, HEC Montreal, Canada Research Chair in Risk Management.
    14. Antonio Nicita & Simona Benedettini, 2012. "The Costs of Avoiding Accidents.Selective Compliance and the 'Peltzman Effect' in Italy," Department of Economics University of Siena 631, Department of Economics, University of Siena.
    15. Georges Dionne & Nathalie Fombaron & Neil Doherty, 2012. "Adverse Selection in Insurance Contracting," Cahiers de recherche 1231, CIRPEE.
    16. Sebastian Martinez & Raul Sanchez & Patricia Yañez-Pagans, 2019. "Road safety: challenges and opportunities in Latin America and the Caribbean," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-30, December.
    17. Imen Karaa, 2018. "Moral Hazard and Learning in the Tunisian Automobile Insurance Market: New Evidence from Dynamic Data," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(3), pages 560-589, July.
    18. Dionne, Georges, 2012. "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers 12-10, HEC Montreal, Canada Research Chair in Risk Management.
    19. Chao Ma, 2021. "Be Cautious In The Last Month: The Sunk Cost Fallacy Held By Car Insurance Policyholders," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(3), pages 1199-1236, August.
    20. Benedettini, Simona & Nicita, Antonio, 2012. "The costs of avoiding accidents: Selective compliance and the ‘Peltzman effect’ in Italy," International Review of Law and Economics, Elsevier, vol. 32(2), pages 256-270.
    21. Pavel A. Yakovlev & Christina M. Orr-Magulick, 2018. "On the road again: traffic fatalities and auto insurance minimums," Public Sector Economics, Institute of Public Finance, vol. 42(1), pages 45-65.
    22. Kibrom A. Abay, 2018. "How Effective Are Non‐Monetary Instruments for Safe Driving? Panel Data Evidence on the Effect of the Demerit Point System in Denmark," Scandinavian Journal of Economics, Wiley Blackwell, vol. 120(3), pages 894-924, July.
    23. Vincent Chandler & Lealand Morin & Jeffrey Penney, 2023. "Penalties for speeding and their effect on moving violations: Evidence from Quebec drivers," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(1), pages 225-246, February.
    24. Almunia, Miguel & Gaete, Gonzalo, 2017. "Points To Save Lives: The Effects of Traffic Enforcement Policies on Road Fatalities," CAGE Online Working Paper Series 348, Competitive Advantage in the Global Economy (CAGE).
    25. Grant, Darren, 2016. "A structural analysis of U.S. drunk driving policy," International Review of Law and Economics, Elsevier, vol. 45(C), pages 14-22.

  5. Jean Pinquet & Montserrat Guillén & Mercedes Ayuso, 2011. "Commitment and Lapse Behavior in Long-Term Insurance: A Case Study," Post-Print hal-00374303, HAL.

    Cited by:

    1. Martin Eling & Michael Kochanski, 2013. "Research on lapse in life insurance: what has been done and what needs to be done?," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 14(4), pages 392-413, August.
    2. Ruo Jia & Zenan Wu, 2019. "Insurer commitment and dynamic pricing pattern," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(1), pages 87-135, March.
    3. Marcus C. Christiansen & Martin Eling & Jan-Philipp Schmidt & Lorenz Zirkelbach, 2016. "Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(2), pages 269-300, June.
    4. Dalit Daily-Amir & Hansjörg Albrecher & Martin Bladt & Joël Wagner, 2019. "On Market Share Drivers in the Swiss Mandatory Health Insurance Sector," Risks, MDPI, vol. 7(4), pages 1-25, November.
    5. Abdul-Fatawu Majeed, 2020. "Accelerated Failure Time Models: An Application in Insurance Attrition [Modèles de temps de défaillance accéléré: une application dans l'attrition de l'assurance]," Post-Print hal-02953269, HAL.
    6. Huang, Hsiao-Tzu & Hwang, Yawen & Chan, Linus Fang-Shu & Tsai, Chenghsien Jason, 2024. "Value-enhancing modeling of surrenders and lapses," Insurance: Mathematics and Economics, Elsevier, vol. 119(C), pages 48-63.
    7. Kung, Ko-Lun & Hsieh, Ming-Hua & Peng, Jin-Lung & Tsai, Chenghsien Jason & Wang, Jennifer L., 2021. "Explaining the risk premiums of life settlements," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    8. Schaper, Philipp, 2017. "Under pressure: how the business environment affects productivity and efficiency of European life insurance companiesAuthor-Name: Eling, Martin," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1082-1094.
    9. Anne MacKay & Maciej Augustyniak & Carole Bernard & Mary R. Hardy, 2017. "Risk Management of Policyholder Behavior in Equity-Linked Life Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 661-690, June.
    10. Lambregts, Timo R. & Schut, Frederik T., 2020. "Displaced, disliked and misunderstood: A systematic review of the reasons for low uptake of long-term care insurance and life annuities," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
    11. Ruo Jia & Zenan Wu, 2019. "Insurer commitment and dynamic pricing pattern," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(1), pages 87-135, March.

  6. Jean Pinquet & Guillén Montserrat, 2008. "Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase," Post-Print hal-00343104, HAL.

    Cited by:

    1. Jean Pinquet & Montserrat Guillén & Mercedes Ayuso, 2011. "Commitment and Lapse Behavior in Long-Term Insurance: A Case Study," Post-Print hal-00374303, HAL.
    2. Jean Pinquet, 2008. "Quel avenir pour l'assurance dépendance? Leçons de l'expérience américaine," Post-Print hal-00396151, HAL.
    3. Manuel L. Esquível & Gracinda R. Guerreiro & Matilde C. Oliveira & Pedro Corte Real, 2021. "Calibration of Transition Intensities for a Multistate Model: Application to Long-Term Care," Risks, MDPI, vol. 9(2), pages 1-17, February.

  7. Jean Pinquet & Montserrat Guillén & Catalina Bolancé, 2008. "On the link between credibility and frequency premium," Post-Print hal-00361645, HAL.

    Cited by:

    1. Bermúdez, Lluís & Karlis, Dimitris, 2012. "A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3988-3999.
    2. Ramon Alemany & Catalina Bolancé & Roberto Rodrigo & Raluca Vernic, 2020. "Bivariate Mixed Poisson and Normal Generalised Linear Models with Sarmanov Dependence—An Application to Model Claim Frequency and Optimal Transformed Average Severity," Mathematics, MDPI, vol. 9(1), pages 1-18, December.
    3. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
    4. Lluís Bermúdez & Dimitris Karlis & Isabel Morillo, 2020. "Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models," Risks, MDPI, vol. 8(1), pages 1-13, January.
    5. Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014. "Accounting for severity of risk when pricing insurance products," Working Papers 2014-05, Universitat de Barcelona, UB Riskcenter.
    6. Ramon Alemany & Catalina Bolancé & Montserrat Guillén, 2012. "Nonparametric estimation of Value-at-Risk," Working Papers XREAP2012-19, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2012.
    7. Bolancé, Catalina & Vernic, Raluca, 2019. "Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 89-103.
    8. Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.

  8. Jean Pinquet & Georges Dionne & Charles Vanasse & Mathieu Maurice, 2007. "Point-record incentives, asymmetric information and dynamic data," Working Papers hal-00243056, HAL.

    Cited by:

    1. Dionne, Georges & Dostie, Benoit, 2007. "Estimating the effect of a change in insurance pricing regime on accidents with endogenous mobility," Working Papers 07-6, HEC Montreal, Canada Research Chair in Risk Management.
    2. Marie‐Cécile Fagart & Claude Fluet, 2009. "Liability insurance under the negligence rule," RAND Journal of Economics, RAND Corporation, vol. 40(3), pages 486-508, September.
    3. Georges Dionne & Claude Fluet & Denise Desjardins, 2007. "Predicted risk perception and risk-taking behavior: The case of impaired driving," Journal of Risk and Uncertainty, Springer, vol. 35(3), pages 237-264, December.

  9. Mercedes Ayuso & Montserrat Guillén & Jean Pinquet, 2007. "Selection bias and auditing policies for insurance claims," Post-Print hal-00243035, HAL.

    Cited by:

    1. Benedek Botond & László Ede, 2019. "Identifying Key Fraud Indicators in the Automobile Insurance Industry Using SQL Server Analysis Services," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 64(2), pages 53-71, August.
    2. Bermúdez, Ll. & Pérez, J.M. & Ayuso, M. & Gómez, E. & Vázquez, F.J., 2008. "A Bayesian dichotomous model with asymmetric link for fraud in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 779-786, April.
    3. Jing Ai & Patrick L. Brockett & Linda L. Golden & Montserrat Guillén, 2013. "A Robust Unsupervised Method for Fraud Rate Estimation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(1), pages 121-143, March.
    4. Ina Garnefeld & Andreas Eggert & Markus Husemann-Kopetzky & Eva Böhm, 2019. "Exploring the link between payment schemes and customer fraud: a mental accounting perspective," Journal of the Academy of Marketing Science, Springer, vol. 47(4), pages 595-616, July.
    5. Yankol-Schalck, Meryem, 2022. "The value of cross-data set analysis for automobile insurance fraud detection," Research in International Business and Finance, Elsevier, vol. 63(C).
    6. Dionne, Georges, 2012. "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers 12-10, HEC Montreal, Canada Research Chair in Risk Management.

  10. Jean Pinquet & Pierre-André Chiappori & Jaap Abbring & James J Heckman, 2003. "Adverse selection and moral hazard in insurance: can dynamic data help to distinguish?," Post-Print hal-00397115, HAL.

    Cited by:

    1. Bedsworth, Fredrick & Neal, Daniel R. & Portillo, Javier E. & Willardsen, Kevin, 2021. "Asymmetric information and insurance: An experimental approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 92(C).
    2. Anja Deelen, 2005. "Adverse selection in disability insurance; empirical evidence for Dutch firms," CPB Discussion Paper 46, CPB Netherlands Bureau for Economic Policy Analysis.
    3. Xavier d'Haultfoeuille & Philippe Février, 2007. "Identification and Estimation of Incentive Problems : Adverse Selection," Working Papers 2007-21, Center for Research in Economics and Statistics.
    4. Alma Cohen & Peter Siegelman, 2010. "Testing for Adverse Selection in Insurance Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(1), pages 39-84, March.
    5. Anna L. Paulson & Robert M. Townsend & Alexander Karaivanov, 2006. "Distinguishing Limited Liability from Moral Hazard in a Model of Entrepreneurship," Journal of Political Economy, University of Chicago Press, vol. 114(1), pages 100-144, February.
    6. Fang, Hanming & Keane, Michael & Silverman, Dan, 2006. "Sources of Advantageous Selection: Evidence from the Medigap Insurance Market," Working Papers 17, Yale University, Department of Economics.
    7. Tian Chan & Francis de Véricourt & Omar Besbes, 2014. "Contracting in medical equipment maintenance services: An empirical investigation," ESMT Research Working Papers ESMT-14-05, ESMT European School of Management and Technology.
    8. Feess, Eberhard & Frick, Bernd & Muehlheusser, Gerd, 2004. "Legal Restrictions on Buyout Fees: Theory and Evidence from German Soccer," IZA Discussion Papers 1180, Institute of Labor Economics (IZA).
    9. Dubois, Pierre & Vukina, Tomislav, 2006. "Optimal Incentives under Moral Hazard and Heterogeneous Agents: Evidence from Production Contracts Data," CEPR Discussion Papers 6011, C.E.P.R. Discussion Papers.
    10. Dionne, Georges & Michaud, Pierre-Carl & Dahchour, Maki, 2004. "Separating moral hazard from adverse selection in automobile insurance: Longitudinal evidence from France," Working Papers 04-5, HEC Montreal, Canada Research Chair in Risk Management.
    11. Berger, Allen N. & Espinosa-Vega, Marco A. & Frame, W. Scott & Miller, Nathan H., 2011. "Why do borrowers pledge collateral? New empirical evidence on the role of asymmetric information," Journal of Financial Intermediation, Elsevier, vol. 20(1), pages 55-70, January.
    12. Spierdijk, Laura & van Lomwel, Gijsbert & Peppelman, Wilko, 2009. "The determinants of sick leave durations of Dutch self-employed," Journal of Health Economics, Elsevier, vol. 28(6), pages 1185-1196, December.
    13. Crawford, Gregory S. & Pavanini, Nicola & Schivardi, Fabiano, 2015. "Asymmetric Information and Imperfect Competition in Lending Markets," CAGE Online Working Paper Series 227, Competitive Advantage in the Global Economy (CAGE).
    14. Louis-Gaëtan Giraudet & Sébastien Houde & Joseph Maher, 2018. "Moral Hazard and the Energy Efficiency Gap: Theory and Evidence," CIRED Working Papers hal-01420872, HAL.
    15. Amy Finkelstein, 2011. "Comment on "The Demand for Medicare Part D Prescription Drug Coverage: Evidence from Four Waves of the Retirement Perspectives Survey"," NBER Chapters, in: Explorations in the Economics of Aging, pages 182-185, National Bureau of Economic Research, Inc.
    16. Barseghyan, Levon & Molinari, Francesca & O'Donoghue, Ted & Teitelbaum, Joshua C., 2011. "The Nature of Risk Preferences: Evidence from Insurance Choices," Working Papers 11-03, Cornell University, Center for Analytic Economics.
    17. Valentino Dardanoni & Paolo Li Donni, 2012. "Incentive and Selection Effects of Medigap Insurance on Inpatient Care," EIEF Working Papers Series 1203, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2012.
    18. Magali Chaudey, 2017. "Why test the theory of incentives in a dynamic framework?," Working Papers 1733, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    19. Daniel L. McFadden & Carlos E. Noton & Pau Olivella, 2012. "Remedies for Sick Insurance," NBER Working Papers 17938, National Bureau of Economic Research, Inc.
    20. Sjur Didrik Flåm & Elmar G. Wolfstetter, 2015. "Liability Insurance and Choice of Cars: A Large Game Approach," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(6), pages 943-963, December.
    21. Tian Heong Chan & Francis de Véricourt & Omar Besbes, 2019. "Contracting in Medical Equipment Maintenance Services: An Empirical Investigation," Management Science, INFORMS, vol. 65(3), pages 1136-1150, March.
    22. Florian Heiss & Daniel McFadden & Joachim Winter, 2010. "Mind the Gap! Consumer Perceptions and Choices of Medicare Part D Prescription Drug Plans," NBER Chapters, in: Research Findings in the Economics of Aging, pages 413-481, National Bureau of Economic Research, Inc.
    23. Liran Einav & Amy Finkelstein & Jonathan Levin, 2010. "Beyond Testing: Empirical Models of Insurance Markets," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 311-336, September.
    24. Johanna Vásquez Velásquez & Karoll Gómez Portilla, 2004. "Selección adversa en el régimen contributivo de salud: el caso de la EPS de Susalud," Borradores del CIE 3489, Universidad de Antioquia, CIE.
    25. Klein, T.J. & Lambertz, C. & Stahl, K., 2013. "Adverse Selection and Moral Hazard in Anonymous Markets," Discussion Paper 2013-032, Tilburg University, Center for Economic Research.
    26. Daniel McFadden & Carlos Noton & Pau Olivella, "undated". "Remedies for Sick Insurance," Working Papers 620, Barcelona School of Economics.
    27. Patrick Bajari & Christina Dalton & Han Hong & Ahmed Khwaja, 2014. "Moral hazard, adverse selection, and health expenditures: A semiparametric analysis," RAND Journal of Economics, RAND Corporation, vol. 45(4), pages 747-763, December.
    28. Hao Zheng & Yi Yao & Yinglu Deng & Feng Gao, 2022. "Information asymmetry, ex ante moral hazard, and uninsurable risk in liability coverage: Evidence from China's automobile insurance market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(1), pages 131-160, March.
    29. Renaud Bourlès, 2015. "Prevention Incentives in Long-Term Insurance Contracts," AMSE Working Papers 1541, Aix-Marseille School of Economics, France, revised Oct 2015.
    30. Bernal Lobato, N., 2014. "Essays in applied microeconomics," Other publications TiSEM 9b638b3d-2f83-452a-b2c8-c, Tilburg University, School of Economics and Management.
    31. Alexander Karaivanov, 2003. "Financial Contracts and Occupational Choice," Computing in Economics and Finance 2003 25, Society for Computational Economics.
    32. Klein, Tobias & Lambertz, C. & Stahl, K.O., 2016. "Market transparency, adverse selection, and moral hazard," Other publications TiSEM e1b72b65-7277-4991-8880-4, Tilburg University, School of Economics and Management.
    33. Gunnsteinsson, Snaebjorn, 2020. "Experimental identification of asymmetric information: Evidence on crop insurance in the Philippines," Journal of Development Economics, Elsevier, vol. 144(C).
    34. Tomas J. Philipson & George Zanjani, 2013. "Economic Analysis of Risk and Uncertainty induced by Health Shocks: A Review and Extension," NBER Working Papers 19005, National Bureau of Economic Research, Inc.
    35. Raj Chetty & Amy Finkelstein, 2012. "Social Insurance: Connecting Theory to Data," NBER Working Papers 18433, National Bureau of Economic Research, Inc.
    36. Marco Celentani & Rosa Loveira-Pazó, 2004. "What form of relative performance evaluation?," Economics Working Papers 744, Department of Economics and Business, Universitat Pompeu Fabra.
    37. Jose Antonio Ordaz & Maria del Carmen Melgar & M. Kazim Khan, 2010. "Use and Extension of Count Data Models in the Determination of Relevant Factors for Claims in the Automobile Insurance Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 119-138.
    38. Dionne, Georges & Rothschild, Casey, 2012. "Risk classification in insurance contracting," Working Papers 11-5, HEC Montreal, Canada Research Chair in Risk Management.
    39. David Powell & Dana Goldman, 2016. "Disentangling Moral Hazard and Adverse Selection in Private Health Insurance," NBER Working Papers 21858, National Bureau of Economic Research, Inc.
    40. Eling, Martin & Jia, Ruo & Yao, Yi, 2014. "Between-Group Adverse Selection: Evidence from Group Critical Illness Insurance," Working Papers on Finance 1403, University of St. Gallen, School of Finance, revised Oct 2014.
    41. Bernal, Noelia & Carpio, Miguel A. & Klein, Tobias J., 2017. "The effects of access to health insurance: Evidence from a regression discontinuity design in Peru," Journal of Public Economics, Elsevier, vol. 154(C), pages 122-136.
    42. Marcos Vera-Hernández & Pau Olivella, 2015. "Testing for Asymmetric Information in Private Health Insurance," Working Papers 246, Barcelona School of Economics.
    43. Wu, Peng, 2019. "Which battery-charging technology and insurance contract is preferred in the electric vehicle sharing business?," Transportation Research Part A: Policy and Practice, Elsevier, vol. 124(C), pages 537-548.
    44. Joe Chen & Yun Jeong Choi & Kohta Mori & Yasuyuki Sawada & Saki Sugano, 2012. "Socio‐Economic Studies On Suicide: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 26(2), pages 271-306, April.
    45. Joseph G. Eisenhauer, 2004. "Risk Aversion and the Willingness to Pay for Insurance: A Cautionary Discussion of Adverse Selection," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 7(2), pages 165-175, September.
    46. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
    47. He, Juan & Zheng, Xiaoyong & Rejesus, Roderick M. & Yorobe Jr., Jose M., 2019. "Moral hazard and adverse selection effects of cost-of-production crop insurance: evidence from the Philippines," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(01), January.
    48. Levon Barseghyan & Jeffrey Prince & Joshua C. Teitelbaum, 2011. "Are Risk Preferences Stable across Contexts? Evidence from Insurance Data," American Economic Review, American Economic Association, vol. 101(2), pages 591-631, April.
    49. Michael J. Roberts & Erik O'Donoghue & Nigel Key, 2014. "Separating Moral Hazard from Adverse Selection: Evidence from the U.S. Federal Crop Insurance Program," Working Papers 201410, University of Hawaii at Manoa, Department of Economics.
    50. Hisashi Nakamura & Koichiro Takaoka, 2014. "A Continuous-Time Optimal Insurance Design with Costly Monitoring," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 21(3), pages 237-261, September.
    51. Anna L. Paulson & Robert M. Townsend, 2003. "Distinguishing limited commitment from moral hazard in models of growth with inequality," Working Paper Series WP-03-06, Federal Reserve Bank of Chicago.
    52. Frank A. Sloan & Patricia A. Robinson & Lindsey M. Eldred, 2014. "Does Private Information Influence Automobile Insurance Purchase Decisions?," NBER Working Papers 20679, National Bureau of Economic Research, Inc.
    53. Sebastian Soika, 2018. "Moral Hazard and Advantageous Selection in Private Disability Insurance," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(1), pages 97-125, January.
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    58. Imen Karaa, 2018. "Moral Hazard and Learning in the Tunisian Automobile Insurance Market: New Evidence from Dynamic Data," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(3), pages 560-589, July.
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    113. Sabau-Popa Claudia Diana & Bradea Ioana & Bolos Marcel Ioan & Delcea Camelia, 2015. "The Information Confidentiality And Cyber Security In Medical Institutions," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 855-864, July.
    114. Renate Lange & Jörg Schiller & Petra Steinorth, 2015. "Demand and Selection Effects in Supplemental Health Insurance in Germany," SOEPpapers on Multidisciplinary Panel Data Research 757, DIW Berlin, The German Socio-Economic Panel (SOEP).
    115. Fey, Jan-Christian & Schmeiser, Hato & Schreiber, Florian, 2024. "Optimal insurance deductibles under limited information," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 202-221.
    116. Pavel A. Yakovlev & Christina M. Orr-Magulick, 2018. "On the road again: traffic fatalities and auto insurance minimums," Public Sector Economics, Institute of Public Finance, vol. 42(1), pages 45-65.
    117. Jaap Abbring & Pierre-André Chiappori & Tibor Zavadil, 2008. "Better Safe than Sorry? Ex Ante and Ex Post Moral Hazard in Dynamic Insurance Data," Tinbergen Institute Discussion Papers 08-075/3, Tinbergen Institute.
    118. Hidalgo Cabrillana, Ana, 2009. "Endogenous capital market imperfections, human capital, and intergenerational mobility," Journal of Development Economics, Elsevier, vol. 90(2), pages 285-298, November.
    119. Henry Schneider, 2010. "Moral Hazard in Leasing Contracts: Evidence from the New York City Taxi Industry," Journal of Law and Economics, University of Chicago Press, vol. 53(4), pages 783-805.
    120. Florian Heiss & Daniel McFadden & Joachim Winter, 2008. "Mind the Gap! Consumer Perceptions and Choices," MEA discussion paper series 08156, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    121. Chun-Ting Liu & Jui-Yun Wu & Chi-Hung Chang, 2020. "Switching motivation and moral hazard: evidence from automobile physical damage insurance in Taiwan," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(2), pages 361-391, April.
    122. Jaap H. Abbring, 2010. "Identification of Dynamic Discrete Choice Models," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 367-394, September.
    123. Jennifer L. Wang & Ching‐Fan Chung & Larry Y. Tzeng, 2008. "An Empirical Analysis of the Effects of Increasing Deductibles on Moral Hazard," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 551-566, September.
    124. Gyorgy Vas, 2017. "The Moral Hazard issues of the State-Aid Programs for SME’s," Proceedings- 11th International Conference on Mangement, Enterprise and Benchmarking (MEB 2017),, Óbuda University, Keleti Faculty of Business and Management.
    125. Randy E. Dumm & Charles Nyce & G. Stacy Sirmans & Greg T. Smersh, 2022. "Pricing Moral Hazard in Residential Properties: The Impact of Sinkhole Claims on House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 64(1), pages 30-70, January.

  12. Jean Pinquet & Montserrat Guillén & Michel Denuit & Natacha Brouhns, 2003. "Bonus-Malus scales in segmented tariffs with stochastic migration between segments," Post-Print hal-00397084, HAL.

    Cited by:

    1. Tzougas, George & Hoon, W. L. & Lim, J. M., 2019. "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics 101728, London School of Economics and Political Science, LSE Library.
    2. Bermúdez, Lluís & Karlis, Dimitris, 2012. "A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3988-3999.
    3. Jean Pinquet & Montserrat Guillén & Catalina Bolancé, 2008. "On the link between credibility and frequency premium," Post-Print hal-00361645, HAL.
    4. Bermúdez i Morata, Lluís, 2009. "A priori ratemaking using bivariate Poisson regression models," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 135-141, February.
    5. Florian Schreiber, 2017. "Identification of customer groups in the German term life market: a benefit segmentation," Annals of Operations Research, Springer, vol. 254(1), pages 365-399, July.
    6. Tzougas, George, 2020. "EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking," LSE Research Online Documents on Economics 106539, London School of Economics and Political Science, LSE Library.
    7. Tzougas, George & Pignatelli di Cerchiara, Alice, 2021. "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 602-625.
    8. Azaare Jacob & Zhao Wu, 2020. "An Alternative Pricing System through Bayesian Estimates and Method of Moments in a Bonus-Malus Framework for the Ghanaian Auto Insurance Market," JRFM, MDPI, vol. 13(7), pages 1-15, July.
    9. 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.
    10. Tzougas, George & Yik, Woo Hee & Mustaqeem, Muhammad Waqar, 2019. "Insurance ratemaking using the Exponential-Lognormal regression model," LSE Research Online Documents on Economics 101729, London School of Economics and Political Science, LSE Library.
    11. Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.
    12. Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017. "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics 70926, London School of Economics and Political Science, LSE Library.
    13. Lluís Bermúdez & Dimitris Karlis & Isabel Morillo, 2020. "Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models," Risks, MDPI, vol. 8(1), pages 1-13, January.
    14. Tsyganov, Aleksander & Baskakov, Valery & Yazykov, Andrey & Sheparnev, Nikolay & Yanenko, Evgeny & Grysenkova, Yulia, 2019. "The impact of the bonus-malus system on the insurance ratemaking in the system of compulsory insurance of the responsibility of transport owners in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 56, pages 123-141.
    15. Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2014. "Optimal Bonus-Malus Systems using finite mixture models," LSE Research Online Documents on Economics 70919, London School of Economics and Political Science, LSE Library.
    16. 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.
    17. Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.
    18. Youn Ahn, Jae & Jeong, Himchan & Lu, Yang, 2021. "On the ordering of credibility factors," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 626-638.
    19. Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2018. "Bonus-Malus systems with two component mixture models arising from different parametric families," LSE Research Online Documents on Economics 84301, London School of Economics and Political Science, LSE Library.
    20. George Tzougas, 2020. "EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking," Risks, MDPI, vol. 8(3), pages 1-23, September.
    21. Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.
    22. Zhao, Xiaobing & Zhou, Xian, 2012. "Copula models for insurance claim numbers with excess zeros and time-dependence," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 191-199.
    23. Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.

  13. J. H. Abbring & P.-A. Chiappori & J. J. Heckman & J. Pinquet, 2002. "Testing for Moral Hazard on Dynamic Insurance Data," THEMA Working Papers 2002-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Alma Cohen & Liran Einav, 2007. "Estimating Risk Preferences from Deductible Choice," American Economic Review, American Economic Association, vol. 97(3), pages 745-788, June.
    2. Adam Copeland & Cyril Monnet, 2003. "The welfare effects of incentive schemes," Finance and Economics Discussion Series 2003-08, Board of Governors of the Federal Reserve System (U.S.).

  14. C. Bolancé & M. Guillén & J. Pinquet, 2002. "Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects," THEMA Working Papers 2002-18, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Wei Wang & Limin Wen & Zhixin Yang & Quan Yuan, 2020. "Quantile Credibility Models with Common Effects," Risks, MDPI, vol. 8(4), pages 1-10, September.
    2. Bermúdez, Lluís & Karlis, Dimitris, 2012. "A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3988-3999.
    3. Jean Pinquet & Montserrat Guillén & Catalina Bolancé, 2008. "On the link between credibility and frequency premium," Post-Print hal-00361645, HAL.
    4. Bermúdez i Morata, Lluís, 2009. "A priori ratemaking using bivariate Poisson regression models," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 135-141, February.
    5. Katrien Antonio & Emiliano Valdez, 2012. "Statistical concepts of a priori and a posteriori risk classification in insurance," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 187-224, June.
    6. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-09, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
    7. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
    8. Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.
    9. Lo, Chi Ho & Fung, Wing Kam & Zhu, Zhong Yi, 2006. "Generalized estimating equations for variance and covariance parameters in regression credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 99-113, August.
    10. Lluís Bermúdez & Dimitris Karlis & Isabel Morillo, 2020. "Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models," Risks, MDPI, vol. 8(1), pages 1-13, January.
    11. Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2012. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Working Papers 12-1, HEC Montreal, Canada Research Chair in Risk Management.
    12. Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014. "Accounting for severity of risk when pricing insurance products," Working Papers 2014-05, Universitat de Barcelona, UB Riskcenter.
    13. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
    14. 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.
    15. Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.
    16. Youn Ahn, Jae & Jeong, Himchan & Lu, Yang, 2021. "On the ordering of credibility factors," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 626-638.
    17. Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi, 2016. "Solvency capital requirement for a temporal dependent losses in insurance," Economic Modelling, Elsevier, vol. 58(C), pages 588-598.
    18. Qiang Zhang & Lijun Wu & Qianqian Cui, 2017. "The balanced credibility estimators with correlation risk and inflation factor," Statistical Papers, Springer, vol. 58(3), pages 659-672, September.
    19. Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.
    20. Zhao, Xiaobing & Zhou, Xian, 2012. "Copula models for insurance claim numbers with excess zeros and time-dependence," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 191-199.
    21. Wen, Limin & Wu, Xianyi & Zhou, Xian, 2009. "The credibility premiums for models with dependence induced by common effects," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 19-25, February.

  15. Jean Pinquet & Guillén Montserrat & Bolancé Catalina, 2001. "Allowance for the age of claims in bonus-malus systems," Post-Print hal-00397070, HAL.

    Cited by:

    1. Yang Lu, 2019. "Flexible (panel) regression models for bivariate count–continuous data with an insurance application," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(4), pages 1503-1521, October.
    2. Dhiti Osatakul & Xueyuan Wu, 2021. "Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment," Risks, MDPI, vol. 9(1), pages 1-23, January.
    3. Jean Pinquet & Georges Dionne & Charles Vanasse & Mathieu Maurice, 2007. "Point-record incentives, asymmetric information and dynamic data," Working Papers hal-00243056, HAL.
    4. Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.
    5. Jean Pinquet & Montserrat Guillén & Michel Denuit & Natacha Brouhns, 2003. "Bonus-Malus scales in segmented tariffs with stochastic migration between segments," Post-Print hal-00397084, HAL.
    6. Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2012. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Working Papers 12-1, HEC Montreal, Canada Research Chair in Risk Management.
    7. Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014. "Accounting for severity of risk when pricing insurance products," Working Papers 2014-05, Universitat de Barcelona, UB Riskcenter.
    8. Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean, 2003. "Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 273-282, October.
    9. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
    10. 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.
    11. Gourieroux, C. & Jasiak, J., 2004. "Heterogeneous INAR(1) model with application to car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 177-192, April.
    12. Ramon Alemany & Catalina Bolancé & Montserrat Guillén, 2012. "Nonparametric estimation of Value-at-Risk," Working Papers XREAP2012-19, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2012.
    13. Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.
    14. Youn Ahn, Jae & Jeong, Himchan & Lu, Yang, 2021. "On the ordering of credibility factors," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 626-638.
    15. Daniel Sobiecki, 2015. "Experience rating with dependence between MTPL and MOD claims," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 37, pages 269-282.
    16. Zhao, Xiaobing & Zhou, Xian, 2012. "Copula models for insurance claim numbers with excess zeros and time-dependence," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 191-199.
    17. Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.

  16. G. Dionne & M. Maurice & J. Pinquet & C. Vanasse, 2001. "The Role of Memory in Long-Term Contracting with Moral Hazard : Empirical Evidence in Automobile Insurance," THEMA Working Papers 2001-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Dionne, G. & Doherty, N., 1991. "Adverse Selection in Insurance Markets: a Selective Survey," Cahiers de recherche 9105, Universite de Montreal, Departement de sciences economiques.
    2. Dionne, Georges, 2001. "Commitment and automobile insurance regulation in France, Quebec and Japan," Working Papers 01-4, HEC Montreal, Canada Research Chair in Risk Management.
    3. Alma Cohen & Peter Siegelman, 2010. "Testing for Adverse Selection in Insurance Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(1), pages 39-84, March.
    4. Pinquet, J., 1998. "Designing Optimal Bonus-Malus Systems from Different Types of Claims," Papers 9819, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
    5. Jean Pinquet & Georges Dionne, 1999. "Experience rating schemes for fleets of vehicles," Post-Print hal-00396999, HAL.
    6. Magali Chaudey, 2017. "Why test the theory of incentives in a dynamic framework?," Working Papers 1733, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    7. Lilia Filipova, 2007. "Monitoring and Privacy in Automobile Insurance Markets with Moral Hazard," Discussion Paper Series 293, Universitaet Augsburg, Institute for Economics.
    8. He, Juan & Zheng, Xiaoyong & Rejesus, Roderick & Yorobe, Jose Jr, 2016. "Estimating the Effect of Crop Insurance on Input Use When Insured Farmers are Monitored," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235225, Agricultural and Applied Economics Association.
    9. Jean Pinquet & Georges Dionne & Charles Vanasse & Mathieu Maurice, 2007. "Point-record incentives, asymmetric information and dynamic data," Working Papers hal-00243056, HAL.
    10. Georges Dionne & Jean Pinquet & Mathieu Maurice & Charles Vanasse, 2011. "Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 218-227, February.
    11. Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2012. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Working Papers 12-1, HEC Montreal, Canada Research Chair in Risk Management.
    12. Dionne, Georges & Ghali, Olfa, 2004. "The (1992) bonus-malus system in Tunisia: An empirical evaluation," Working Papers 03-7, HEC Montreal, Canada Research Chair in Risk Management.
    13. G. Dionne, 2001. "Commitment and Automobile Insurance in France, Quebec and Japan," THEMA Working Papers 2001-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    14. Lilia Filipova, 2007. "Monitoring and Privacy in Automobile Insurance Markets with Moral Hazard," Working Papers 026, Bavarian Graduate Program in Economics (BGPE).
    15. Dionne, Georges, 2012. "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers 12-10, HEC Montreal, Canada Research Chair in Risk Management.
    16. Yong-Woo Lee, 2013. "Testing for the Presence of Moral Hazard Using the Regulatory Reform in the Car Insurance Market: Case of Korea," The Japanese Economic Review, Japanese Economic Association, vol. 64(3), pages 414-429, September.
    17. Olfa N. Ghali, 2001. "An Empirical Evaluation of the Implementation of the Bonus-Malus System in the Tunisian Automobile Insurance Ratemaking," Working Papers 0135, Economic Research Forum, revised 11 2001.
    18. Pavel A. Yakovlev & Christina M. Orr-Magulick, 2018. "On the road again: traffic fatalities and auto insurance minimums," Public Sector Economics, Institute of Public Finance, vol. 42(1), pages 45-65.

  17. 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.

    Cited by:

    1. Sarabia, José María & Guillén, Montserrat, 2008. "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 466-473, December.
    2. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-09, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
    3. Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014. "Accounting for severity of risk when pricing insurance products," Working Papers 2014-05, Universitat de Barcelona, UB Riskcenter.
    4. Dionne, G. & Maurice, M. & Pinquet, J. & Vanasse, C., 2001. "The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance," Ecole des Hautes Etudes Commerciales de Montreal- 01-05, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
    5. Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.

  18. 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.

    Cited by:

    1. Asamoah, Kwadwo, 2016. "On the credibility of insurance claim frequency: Generalized count models and parametric estimators," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 339-353.
    2. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2005. "Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles," Working Papers 04-7, HEC Montreal, Canada Research Chair in Risk Management.
    3. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2018. "Modelling and Estimating Individual and Firm Effects with Count Panel Data," Working Papers 15-2, HEC Montreal, Canada Research Chair in Risk Management.
    4. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
    5. Jean Marc Bourgeon & Pierre Picard, 2007. "Point-record driving licence and road safety: an economic approach," Post-Print hal-01172835, HAL.
    6. Levon Barseghyan & Francesca Molinari & Darcy Steeg Morris & Joshua C. Teitelbaum, 2020. "The Cost of Legal Restrictions on Experience Rating," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 17(1), pages 38-70, March.
    7. Wojciech Bijak, 2015. "Merging and aggregation of bonus-malus systems in automobile insurance," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 37, pages 127-154.
    8. J.F Angers & D Desjardins & G Dionne, 2003. "Modèle bayésien de tarification de l’assurance des flottes de véhicules," THEMA Working Papers 2003-37, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    9. Denise Desjardins & Georges Dionne & Yang Lu, 2023. "Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 242-259, March.
    10. Daniel Sobiecki, 2015. "Experience rating with dependence between MTPL and MOD claims," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 37, pages 269-282.

  19. P.-A. Chiappori & J. Pinquet, 1999. "Assurance chômage des emprunteurs," THEMA Working Papers 99-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Gary-Bobo, Robert J. & Larribeau, Sophie, 2004. "A structural econometric model of price discrimination in the French mortgage lending industry," International Journal of Industrial Organization, Elsevier, vol. 22(1), pages 101-134, January.
    2. Robert Gary-Bobo & Sophie Larribeau, 2002. "A Structural Econometric Model of Price Discrimination in the Mortgage Lending Industry," CESifo Working Paper Series 739, CESifo.

  20. 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.

    Cited by:

    1. Asamoah, Kwadwo, 2016. "On the credibility of insurance claim frequency: Generalized count models and parametric estimators," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 339-353.
    2. Spark C. Tseung & Ian Weng Chan & Tsz Chai Fung & Andrei L. Badescu & X. Sheldon Lin, 2023. "Improving risk classification and ratemaking using mixture‐of‐experts models with random effects," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(3), pages 789-820, September.
    3. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2005. "Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles," Working Papers 04-7, HEC Montreal, Canada Research Chair in Risk Management.
    4. Tzougas, George & Hoon, W. L. & Lim, J. M., 2019. "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics 101728, London School of Economics and Political Science, LSE Library.
    5. Pechon, Florian & Denuit, Michel & Trufin, Julien, 2018. "Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household," LIDAM Discussion Papers ISBA 2018019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Denuit, Michel & Lu, Yang, 2020. "Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving," LIDAM Discussion Papers ISBA 2020016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.
    8. Lee, Woojoo & Kim, Jeonghwan & Ahn, Jae Youn, 2020. "The Poisson random effect model for experience ratemaking: Limitations and alternative solutions," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 26-36.
    9. Jean Pinquet & Georges Dionne, 1999. "Experience rating schemes for fleets of vehicles," Post-Print hal-00396999, HAL.
    10. Katrien Antonio & Emiliano Valdez, 2012. "Statistical concepts of a priori and a posteriori risk classification in insurance," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 187-224, June.
    11. Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
    12. Spark C. Tseung & Ian Weng Chan & Tsz Chai Fung & Andrei L. Badescu & X. Sheldon Lin, 2022. "A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model," Papers 2209.15212, arXiv.org.
    13. Emilio Gómez-Déniz & Enrique Calderín-Ojeda, 2020. "A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums," Risks, MDPI, vol. 8(1), pages 1-19, February.
    14. Tzougas, George, 2020. "EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking," LSE Research Online Documents on Economics 106539, London School of Economics and Political Science, LSE Library.
    15. Tzougas, George & Pignatelli di Cerchiara, Alice, 2021. "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 602-625.
    16. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
    17. Tzougas, George & Yik, Woo Hee & Mustaqeem, Muhammad Waqar, 2019. "Insurance ratemaking using the Exponential-Lognormal regression model," LSE Research Online Documents on Economics 101729, London School of Economics and Political Science, LSE Library.
    18. Young, Gary & Valdez, Emiliano A. & Kohn, Robert, 2009. "Multivariate probit models for conditional claim-types," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 214-228, April.
    19. Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017. "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics 70926, London School of Economics and Political Science, LSE Library.
    20. Jean Pinquet & Montserrat Guillén & Michel Denuit & Natacha Brouhns, 2003. "Bonus-Malus scales in segmented tariffs with stochastic migration between segments," Post-Print hal-00397084, HAL.
    21. Olena Ragulina, 2017. "Bonus--malus systems with different claim types and varying deductibles," Papers 1707.00917, arXiv.org.
    22. Pechon, Florian & Denuit, Michel & Trufin, Julien, 2019. "Home and Motor insurance joined at a household level using multivariate credibility," LIDAM Discussion Papers ISBA 2019013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    23. Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2014. "Optimal Bonus-Malus Systems using finite mixture models," LSE Research Online Documents on Economics 70919, London School of Economics and Political Science, LSE Library.
    24. Abdallah, Anas & Boucher, Jean-Philippe & Cossette, Hélène, 2016. "Sarmanov family of multivariate distributions for bivariate dynamic claim counts model," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 120-133.
    25. Levon Barseghyan & Francesca Molinari & Darcy Steeg Morris & Joshua C. Teitelbaum, 2020. "The Cost of Legal Restrictions on Experience Rating," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 17(1), pages 38-70, March.
    26. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
    27. Simon, Pierre-Alexandre & Trufin, Julien & Denuit, Michel, 2023. "Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events," LIDAM Discussion Papers ISBA 2023014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    28. Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.
    29. J.F Angers & D Desjardins & G Dionne, 2003. "Modèle bayésien de tarification de l’assurance des flottes de véhicules," THEMA Working Papers 2003-37, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    30. Satya Das & Chetan Ghate, 2002. "Endogenous Distribution, Politics and Growth," Discussion Papers of DIW Berlin 310, DIW Berlin, German Institute for Economic Research.
    31. Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2018. "Bonus-Malus systems with two component mixture models arising from different parametric families," LSE Research Online Documents on Economics 84301, London School of Economics and Political Science, LSE Library.
    32. DENUIT, Michel & SAILLET, Olivier, 2001. "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES 2001009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 01 Apr 2001.
    33. George Tzougas, 2020. "EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking," Risks, MDPI, vol. 8(3), pages 1-23, September.
    34. Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.

  21. Jean Pinquet, 1997. "Allowance for cost of claims in bonus-malus systems," Post-Print hal-00396925, HAL.

    Cited by:

    1. Sarabia, José María & Guillén, Montserrat, 2008. "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 466-473, December.
    2. Park, Sojung C. & Kim, Joseph H.T. & Ahn, Jae Youn, 2018. "Does hunger for bonuses drive the dependence between claim frequency and severity?," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 32-46.
    3. Asamoah, Kwadwo, 2016. "On the credibility of insurance claim frequency: Generalized count models and parametric estimators," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 339-353.
    4. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2005. "Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles," Working Papers 04-7, HEC Montreal, Canada Research Chair in Risk Management.
    5. Tzougas, George & Hoon, W. L. & Lim, J. M., 2019. "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics 101728, London School of Economics and Political Science, LSE Library.
    6. Lee, Woojoo & Kim, Jeonghwan & Ahn, Jae Youn, 2020. "The Poisson random effect model for experience ratemaking: Limitations and alternative solutions," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 26-36.
    7. Jean Pinquet & Georges Dionne, 1999. "Experience rating schemes for fleets of vehicles," Post-Print hal-00396999, HAL.
    8. Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
    9. Tzougas, George, 2020. "EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking," LSE Research Online Documents on Economics 106539, London School of Economics and Political Science, LSE Library.
    10. Tzougas, George & Pignatelli di Cerchiara, Alice, 2021. "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 602-625.
    11. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
    12. Tzougas, George & Yik, Woo Hee & Mustaqeem, Muhammad Waqar, 2019. "Insurance ratemaking using the Exponential-Lognormal regression model," LSE Research Online Documents on Economics 101729, London School of Economics and Political Science, LSE Library.
    13. 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.
    14. Olena Ragulina, 2017. "Bonus--malus systems with different claim types and varying deductibles," Papers 1707.00917, arXiv.org.
    15. Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2014. "Optimal Bonus-Malus Systems using finite mixture models," LSE Research Online Documents on Economics 70919, London School of Economics and Political Science, LSE Library.
    16. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
    17. Paul Kofman & Gregory P. Nini, 2013. "Do Insurance Companies Possess an Informational Monopoly? Empirical Evidence From Auto Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 1001-1026, December.
    18. J.F Angers & D Desjardins & G Dionne, 2003. "Modèle bayésien de tarification de l’assurance des flottes de véhicules," THEMA Working Papers 2003-37, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    19. Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2018. "Bonus-Malus systems with two component mixture models arising from different parametric families," LSE Research Online Documents on Economics 84301, London School of Economics and Political Science, LSE Library.
    20. George Tzougas, 2020. "EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking," Risks, MDPI, vol. 8(3), pages 1-23, September.
    21. Joanna Sawicka, 2013. "Model stochastycznej zależności liczby szkód i wartości pojedynczej szkody," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 31, pages 157-183.
    22. Verschuren, Robert Matthijs, 2022. "Frequency-severity experience rating based on latent Markovian risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 379-392.
    23. Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.

  22. J. Pinquet, 1997. "Experience rating through heterogeneous models," THEMA Working Papers 97-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2005. "Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles," Working Papers 04-7, HEC Montreal, Canada Research Chair in Risk Management.
    2. Pinquet, J., 1998. "Designing Optimal Bonus-Malus Systems from Different Types of Claims," Papers 9819, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
    3. Dahen, Hela & Dionne, Georges, 2010. "Scaling models for the severity and frequency of external operational loss data," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1484-1496, July.
    4. Jean Pinquet & Montserrat Guillén & Mercedes Ayuso, 2011. "Commitment and Lapse Behavior in Long-Term Insurance: A Case Study," Post-Print hal-00374303, HAL.
    5. Dionne, Georges & Michaud, Pierre-Carl & Dahchour, Maki, 2004. "Separating moral hazard from adverse selection in automobile insurance: Longitudinal evidence from France," Working Papers 04-5, HEC Montreal, Canada Research Chair in Risk Management.
    6. Jean Pinquet & Georges Dionne, 1999. "Experience rating schemes for fleets of vehicles," Post-Print hal-00396999, HAL.
    7. M. Dahchour & G. Dionne, 2002. "Pricing of Automobile Insurance Under Asymmetric Information : a Study on Panel Data," THEMA Working Papers 2002-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    8. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-09, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
    9. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
    10. Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2012. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Working Papers 12-1, HEC Montreal, Canada Research Chair in Risk Management.
    11. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
    12. Dionne, Georges & Ghali, Olfa, 2004. "The (1992) bonus-malus system in Tunisia: An empirical evaluation," Working Papers 03-7, HEC Montreal, Canada Research Chair in Risk Management.
    13. Gourieroux, C. & Jasiak, J., 2004. "Heterogeneous INAR(1) model with application to car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 177-192, April.
    14. J.F Angers & D Desjardins & G Dionne, 2003. "Modèle bayésien de tarification de l’assurance des flottes de véhicules," THEMA Working Papers 2003-37, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    15. Dionne, G. & Maurice, M. & Pinquet, J. & Vanasse, C., 2001. "The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance," Ecole des Hautes Etudes Commerciales de Montreal- 01-05, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
    16. Belzunce, Felix & Ortega, Eva-Maria & Pellerey, Franco & Ruiz, Jose M., 2006. "Variability of total claim amounts under dependence between claims severity and number of events," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 460-468, June.

Articles

  1. Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.

    Cited by:

    1. Youn Ahn, Jae & Jeong, Himchan & Lu, Yang, 2021. "On the ordering of credibility factors," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 626-638.
    2. Denise Desjardins & Georges Dionne & Yang Lu, 2023. "Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 242-259, March.

  2. Pinquet, Jean, 2020. "Poisson Models With Dynamic Random Effects And Nonnegative Credibilities Per Period," ASTIN Bulletin, Cambridge University Press, vol. 50(2), pages 585-618, May.

    Cited by:

    1. Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.
    2. Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.
    3. Oh, Rosy & Jeong, Himchan & Ahn, Jae Youn & Valdez, Emiliano A., 2021. "A multi-year microlevel collective risk model," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 309-328.
    4. Youn Ahn, Jae & Jeong, Himchan & Lu, Yang, 2021. "On the ordering of credibility factors," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 626-638.
    5. Alicja Wolny-Dominiak & Tomasz Żądło, 2021. "The Measures of Accuracy of Claim Frequency Credibility Predictor," Sustainability, MDPI, vol. 13(21), pages 1-13, October.

  3. Pierre Picard & Jean Pinquet, 2013. "Optimal Risk Financing in Large Corporations through Insurance Captives," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 38(1), pages 48-86, March.
    See citations under working paper version above.
  4. Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2013. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Research in Transportation Economics, Elsevier, vol. 43(1), pages 85-97.
    See citations under working paper version above.
  5. Jean Pinquet & Montserrat Guillén & Mercedes Ayuso, 2011. "Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(4), pages 983-1002, December.
    See citations under working paper version above.
  6. Georges Dionne & Jean Pinquet & Mathieu Maurice & Charles Vanasse, 2011. "Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 218-227, February.
    See citations under working paper version above.
  7. Montserrat Guillén & Jean Pinquet, 2008. "Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 33(4), pages 659-672, October.
    See citations under working paper version above.
  8. Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008. "On the link between credibility and frequency premium," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 209-213, October.
    See citations under working paper version above.
  9. Jean Pinquet & Mercedes Ayuso & Montserrat Guillén, 2007. "Selection Bias and Auditing Policies for Insurance Claims," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 425-440, June.
    See citations under working paper version above.
  10. Jaap H. Abbring & James J. Heckman & Pierre-André Chiappori & Jean Pinquet, 2003. "Adverse Selection and Moral Hazard In Insurance: Can Dynamic Data Help to Distinguish?," Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 512-521, 04/05.
    See citations under working paper version above.
  11. Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean, 2003. "Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 273-282, October.
    See citations under working paper version above.
  12. Jaap H. Abbring & Pierre-André Chiappori & Jean Pinquet, 2003. "Moral Hazard and Dynamic Insurance Data," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 767-820, June.
    See citations under working paper version above.
  13. Natacha Brouhns & Montserrat Guillén & Michel Denuit & Jean Pinquet, 2003. "Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 577-599, December.
    See citations under working paper version above.
  14. Desjardins, Denise & Dionne, Georges & Pinquet, Jean, 2001. "Experience Rating Schemes for Fleets of Vehicles," ASTIN Bulletin, Cambridge University Press, vol. 31(1), pages 81-105, May.
    See citations under working paper version above.
  15. Pinquet, Jean & Guillén, Montserrat & Bolancé, Catalina, 2001. "Allowance for the Age of Claims in Bonus-Malus Systems," ASTIN Bulletin, Cambridge University Press, vol. 31(2), pages 337-348, November.
    See citations under working paper version above.
  16. Pierre-André Chiappori & Jean Pinquet, 1999. "L'assurance-chômage des emprunteurs," Revue Française d'Économie, Programme National Persée, vol. 14(1), pages 91-115.
    See citations under working paper version above.
  17. Pinquet, Jean, 1998. "Designing Optimal Bonus-Malus Systems from Different Types of Claims," ASTIN Bulletin, Cambridge University Press, vol. 28(2), pages 205-220, November.
    See citations under working paper version above.
  18. Pinquet, Jean, 1997. "Allowance for Cost of Claims in Bonus-Malus Systems," ASTIN Bulletin, Cambridge University Press, vol. 27(1), pages 33-57, May.
    See citations under working paper version above.
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