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Designing optimal bonus-malus systems from different types of claims

Listed author(s):
  • Jean Pinquet

    ()

    (CECO - Laboratoire d'économétrie de l'École polytechnique - Polytechnique - X - CNRS - Centre National de la Recherche Scientifique)

This paper provides bonus-malus systems which rest on different types of claims. Consistent estimators are given for some moments of the mixing 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. Empirical results are presented for two types of claims, namely claims at fault and not at fault with respect to a third party.

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Paper provided by HAL in its series Post-Print with number hal-00396955.

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Length:
Date of creation: 19 Jul 1998
Publication status: Published in ASTIN Bulletin, Cambridge University Press (CUP), 1998, 28 (2), pp.205-220
Handle: RePEc:hal:journl:hal-00396955
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-00396955
Contact details of provider: Web page: https://hal.archives-ouvertes.fr/

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  1. 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..
  2. 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.
  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. J. Pinquet, 1997. "Experience rating through heterogeneous models," THEMA Working Papers 97-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Bühlmann, Hans, 1967. "Experience Rating and Credibility," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 4(03), pages 199-207, July.
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