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.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||1998|
|Date of revision:|
|Contact details of provider:|| Postal: |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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.
- J. Pinquet, 1997. "Experience rating through heterogeneous models," THEMA Working Papers 97-25, 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..
- 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.
- J. Pinquet., 1997. "Testing heterogenity through consistent estimators," THEMA Working Papers 97-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
When requesting a correction, please mention this item's handle: RePEc:fth:pnegmi:9819. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)
If references are entirely missing, you can add them using this form.