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A Generalization Of Automobile Insurance Rating Models: The Negative Binomial Distribution With A Regression Component

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  • DIONNE, G.
  • VANASSE, C.

Abstract

The objective of this paper is to provide an extension of well-known models of tarification in automobile insurance. The analysis begins by introducing a regression component in the Poisson model in order to use all available information in the estimation of the distribution. In a second step, a random variable is included in the regression component of the Poisson model and a negative binomial model with a regression component is derived. We then present our main contribution by proposing a bonus-malus system which integrates a priori and a posteriori information on an individual basis. We show how net premium tables can be derived from the model. Examples of tables are presented.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • 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.
  • Handle: RePEc:mtl:montec:8833
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    Keywords

    tarifs douaniers ; analyse statistique;

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