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Long-range contagion in automobile insurance data : estimation and implications for experience rating

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  • J. Pinquet
  • M. Guillén
  • C. Bolancé

Abstract

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Suggested Citation

  • 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), CY Cergy-Paris University, ESSEC and CNRS.
    • Handle: RePEc:ema:worpap:2000-43
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    File URL: http://www.u-cergy.fr/IMG/documents//2000-43Pinquet.pdf
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    References listed on IDEAS

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    1. Sundt, Bjorn, 1988. "Credibility estimators with geometric weights," Insurance: Mathematics and Economics, Elsevier, vol. 7(2), pages 113-122, April.
    2. repec:cup:astinb:v:22:y:1992:i:01:p:11-31_00 is not listed on IDEAS
    3. repec:cup:astinb:v:9:y:1977:i:1-2:p:181-190_01 is not listed on IDEAS
    4. repec:cup:astinb:v:19:y:1989:i:02:p:199-212_00 is not listed on IDEAS
    5. Kunreuther, Howard & Pauly, Mark, 1985. "Market equilibrium with private knowledge : An insurance example," Journal of Public Economics, Elsevier, vol. 26(3), pages 269-288, April.
    6. Dionne, G. & Vanasse, C., 1988. "A Generalization of Automobile Insurance Rating Models: the Negative Binomial Distribution with a Regression Component," Cahiers de recherche 8833, Universite de Montreal, Departement de sciences economiques.
    7. repec:cup:astinb:v:4:y:1967:i:03:p:199-207_00 is not listed on IDEAS
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    Citations

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    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. 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..
    4. Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.
    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.

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