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Experience rating through heterogeneous models

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  • J. Pinquet

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Suggested Citation

  • J. Pinquet, 1997. "Experience rating through heterogeneous models," THEMA Working Papers 97-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Handle: RePEc:ema:worpap:97-25
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    Citations

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    Cited by:

    1. Georges Dionne & Pierre-Carl Michaud & Maki Dahchour, 2004. "Separating Moral Hazard from Adverse Selection in Automobile Insurance: Longitudinal Evidence from France," Cahiers de recherche 0420, CIRPEE.
    2. Georges Dionne & Olfa Ghali, 2005. "The (1992) Bonus-Malus System in Tunisia: An Empirical Evaluation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(4), pages 609-633.
    3. Pinquet, Jean, 1998. "Designing Optimal Bonus-Malus Systems from Different Types of Claims," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 28(02), pages 205-220, November.
    4. 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.
    5. 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.
    6. Desjardins, Denise & Dionne, Georges & Pinquet, Jean, 2001. "Experience Rating Schemes for Fleets of Vehicles," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 31(01), pages 81-105, May.
    7. Angers, Jean-François & Desjardins, Denise & Dionne, Georges, 2004. "Modèle Bayésien de tarification de l’assurance des flottes de véhicules," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 253-303, Juin-Sept.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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..
    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. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2006. "Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 36(01), pages 25-77, May.
    15. 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.
    16. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.

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