Designing Optimal Bonus-Malus Systems from Different Types of Claims
This paper provides bonus-malus systems which rest on different types of claims. Consistent estimators are given for some moments of themixing distribution of a multi equation Poisson model with random effects. Bonus-malus coefficients are then obtained with the expected value principle, and from linear credibility predictors. E,pirical results are presented for two types of claims, namely claims with or without liability with respect to a third party.
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- Dionne, G. & Vanasse, C., 1988.
"A Generalization Of Automobile Insurance Rating Models: The Negative Binomial Distribution With A Regression Component,"
Cahiers de recherche
8833, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- 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.
- J. Pinquet, 1997. "Experience rating through heterogeneous models," THEMA Working Papers 97-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- J. Pinquet., 1997. "Testing heterogenity through consistent estimators," THEMA Working Papers 97-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- 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.
- 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..
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