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Designing Optimal Bonus-Malus Systems from Different Types of Claims

  • Pinquet, J.

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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Paper provided by Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. in its series Papers with number 9819.

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Length: 22 pages
Date of creation: 1998
Date of revision:
Handle: RePEc:fth:pnegmi:9819
Contact details of provider: Postal: THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX.

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  1. 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.
  2. J. Pinquet, 1997. "Experience rating through heterogeneous models," THEMA Working Papers 97-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. J. Pinquet., 1997. "Testing heterogenity through consistent estimators," THEMA Working Papers 97-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  4. 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.
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