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Designing Optimal Bonus-Malus Systems from Different Types of Claims
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- Tzougas, George & Yik, Woo Hee & Mustaqeem, Muhammad Waqar, 2019. "Insurance ratemaking using the Exponential-Lognormal regression model," LSE Research Online Documents on Economics 101729, London School of Economics and Political Science, LSE Library.
- Asamoah, Kwadwo, 2016. "On the credibility of insurance claim frequency: Generalized count models and parametric estimators," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 339-353.
- Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2006.
"Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles,"
ASTIN Bulletin, Cambridge University Press, vol. 36(1), pages 25-77, May.
- Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2004. "Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles," Cahiers de recherche 0423, CIRPEE.
- Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2005. "Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles," Working Papers 04-7, HEC Montreal, Canada Research Chair in Risk Management.
- Angers, Jean-François & Desjardins, Denise & Dionne, Georges, 2004.
"Modèle Bayésien de tarification de l’assurance des flottes de véhicules,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 253-303, Juin-Sept.
- Angers, Jean-François & Desjardins, Denise & Dionne, Georges, 2003. "Modèle bayésien de tarification de l’assurance des flottes de véhicules," Working Papers 03-6, HEC Montreal, Canada Research Chair in Risk Management.
- J.F Angers & D Desjardins & G Dionne, 2003. "Modèle bayésien de tarification de l’assurance des flottes de véhicules," THEMA Working Papers 2003-37, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Tzougas, George & Hoon, W. L. & Lim, J. M., 2019. "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics 101728, London School of Economics and Political Science, LSE Library.
- George Tzougas, 2020. "EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking," Risks, MDPI, vol. 8(3), pages 1-23, September.
- Young, Gary & Valdez, Emiliano A. & Kohn, Robert, 2009. "Multivariate probit models for conditional claim-types," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 214-228, April.
- Desjardins, Denise & Dionne, Georges & Pinquet, Jean, 2001.
"Experience Rating Schemes for Fleets of Vehicles,"
ASTIN Bulletin, Cambridge University Press, vol. 31(1), pages 81-105, May.
- Jean Pinquet & Georges Dionne, 1999. "Experience rating schemes for fleets of vehicles," Post-Print hal-00396999, HAL.
- Desjardins, D. & Dionne, G. & Pinquet, J., 2000. "Experience Rating Schemes for Fleets of Vehicules," Ecole des Hautes Etudes Commerciales de Montreal- 00-03, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
- D. Desjardins & G. Dionne & J. Pinquet, 2000. "Experience rating schemes for fleets of vehicles," THEMA Working Papers 2000-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Yang Lu, 2018.
"Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(4), pages 1083-1102, December.
- Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.
- Satya P. DAS & Chetan CHATE, 2001.
"Endogenous Distribution, Politics, and Growth,"
LIDAM Discussion Papers IRES
2001019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Satya Das & Chetan Ghate, 2002. "Endogenous Distribution, Politics and Growth," Discussion Papers of DIW Berlin 310, DIW Berlin, German Institute for Economic Research.
- Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017. "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics 70926, London School of Economics and Political Science, LSE Library.
- Pechon, Florian & Denuit, Michel & Trufin, Julien, 2018. "Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household," LIDAM Discussion Papers ISBA 2018019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Lu, Yang, 2020. "Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving," LIDAM Discussion Papers ISBA 2020016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.
- Natacha Brouhns & Montserrat Guillén & Michel Denuit & Jean Pinquet, 2003.
"Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 577-599, December.
- Jean Pinquet & Montserrat Guillén & Michel Denuit & Natacha Brouhns, 2003. "Bonus-Malus scales in segmented tariffs with stochastic migration between segments," Post-Print hal-00397084, HAL.
- Olena Ragulina, 2017. "Bonus--malus systems with different claim types and varying deductibles," Papers 1707.00917, arXiv.org.
- Pechon, Florian & Denuit, Michel & Trufin, Julien, 2019. "Home and Motor insurance joined at a household level using multivariate credibility," LIDAM Discussion Papers ISBA 2019013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Lee, Woojoo & Kim, Jeonghwan & Ahn, Jae Youn, 2020. "The Poisson random effect model for experience ratemaking: Limitations and alternative solutions," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 26-36.
- Katrien Antonio & Emiliano Valdez, 2012. "Statistical concepts of a priori and a posteriori risk classification in insurance," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 187-224, June.
- Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2014. "Optimal Bonus-Malus Systems using finite mixture models," LSE Research Online Documents on Economics 70919, London School of Economics and Political Science, LSE Library.
- Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2018. "Bonus-Malus systems with two component mixture models arising from different parametric families," LSE Research Online Documents on Economics 84301, London School of Economics and Political Science, LSE Library.
- Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
- DENUIT, Michel & SAILLET, Olivier, 2001. "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES 2001009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 01 Apr 2001.
- Spark C. Tseung & Ian Weng Chan & Tsz Chai Fung & Andrei L. Badescu & X. Sheldon Lin, 2022. "A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model," Papers 2209.15212, arXiv.org.
- Emilio Gómez-Déniz & Enrique Calderín-Ojeda, 2020. "A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums," Risks, MDPI, vol. 8(1), pages 1-19, February.
- Tzougas, George, 2020. "EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking," LSE Research Online Documents on Economics 106539, London School of Economics and Political Science, LSE Library.
- Tzougas, George & Pignatelli di Cerchiara, Alice, 2021. "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 602-625.
- Abdallah, Anas & Boucher, Jean-Philippe & Cossette, Hélène, 2016. "Sarmanov family of multivariate distributions for bivariate dynamic claim counts model," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 120-133.
- Levon Barseghyan & Francesca Molinari & Darcy Steeg Morris & Joshua C. Teitelbaum, 2020. "The Cost of Legal Restrictions on Experience Rating," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 17(1), pages 38-70, March.
- Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
- Simon, Pierre-Alexandre & Trufin, Julien & Denuit, Michel, 2023. "Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events," LIDAM Discussion Papers ISBA 2023014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
- Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.