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Automobile Insurance Ratemaking In The Presence Of Asymmetric Information

Citations

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Cited by:

  1. Dionne, G. & Doherty, N., 1991. "Adverse Selection In Insurance Markets: A Selective Survey," Cahiers de recherche 9105, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  2. Maria del Carmen Melgar & Jose Antonio Ordaz, 2010. "The Utility Of Zero-Inflated Models In The Estimation Of The Number Of Accidents In The Automobile Insurance Industry," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 5(2), pages 181-194, December.
  3. Hyojoung Kim & Doyoung Kim & Subin Im & James W. Hardin, 2009. "Evidence of Asymmetric Information in the Automobile Insurance Market: Dichotomous Versus Multinomial Measurement of Insurance Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 343-366, June.
  4. Mihaela DAVID, 2014. "Modeling The Frequency Of Claims In Auto Insurance With Application To A French Case," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 69-85, June.
  5. Dionne, Georges, 1998. "La mesure empirique des problèmes d’information," L'Actualité Economique, Société Canadienne de Science Economique, vol. 74(4), pages 585-606, décembre.
  6. David Mihaela & Jemna Dănuţ-Vasile, 2015. "Modeling the Frequency of Auto Insurance Claims by Means of Poisson and Negative Binomial Models," Scientific Annals of Economics and Business, Sciendo, vol. 62(2), pages 151-168, July.
  7. Tzougas, G. & 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.
  8. Leon N. Moses & Ian Savage, 1996. "Identifying Dangerous Trucking Firms," Risk Analysis, John Wiley & Sons, vol. 16(3), pages 359-366, June.
  9. Montserrat Guillen & Ana M. Pérez-Marín & Mercedes Ayuso & Jens Perch Nielsen, 2018. "“Exposure to risk increases the excess of zero accident claims frequency in automobile insurance”," IREA Working Papers 201810, University of Barcelona, Research Institute of Applied Economics, revised May 2018.
  10. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
  11. Georges Dionne & Olfa Ghali, 2005. "The (1992) Bonus‐Malus System in Tunisia: An Empirical Evaluation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(4), pages 609-633, December.
  12. 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.
  13. Dahen, Hela & Dionne, Georges, 2010. "Scaling models for the severity and frequency of external operational loss data," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1484-1496, July.
  14. Rodriguez, Daniel A. & Rocha, Marta & Belzer, Michael H., 2004. "3. The Effects Of Trucking Firm Financial Performance On Driver Safety," Research in Transportation Economics, Elsevier, vol. 10(1), pages 35-55, January.
  15. Gouriéroux, Christian & Monfort, Alain, 1997. "Modèles de comptage semi-paramétriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 525-550, mars-juin.
  16. Alma Cohen, 2012. "Asymmetric Learning in Repeated Contracting: An Empirical Study," The Review of Economics and Statistics, MIT Press, vol. 94(2), pages 419-432, May.
  17. Jean‐Philippe Boucher & Michel Denuit & Montserrat Guillen, 2009. "Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 821-846, December.
  18. Denuit, Michel & Lang, Stefan, 2004. "Non-life rate-making with Bayesian GAMs," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 627-647, December.
  19. Dionne, Georges & Laberge-Nadeau, Claire & Maag, Urs & Desjardins, Denise & Messier, Stéphane, 1999. "Analyse de l’effet des règles d’obtention d’un permis de conduire au Québec (1991) sur la sécurité routière," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(1), pages 269-332, mars-juin.
  20. 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.
  21. Sjur Didrik Flåm & Elmar G. Wolfstetter, 2015. "Liability Insurance and Choice of Cars: A Large Game Approach," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(6), pages 943-963, December.
  22. 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.
  23. Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2013. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Research in Transportation Economics, Elsevier, vol. 43(1), pages 85-97.
  24. 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.
  25. Dionne, Georges & Vanasse, Charles, 1997. "Une évaluation empirique de la nouvelle tarification de l’assurance automobile (1992) au Québec," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 47-80, mars-juin.
  26. 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.
  27. Alma Cohen & Liran Einav, 2007. "Estimating Risk Preferences from Deductible Choice," American Economic Review, American Economic Association, vol. 97(3), pages 745-788, June.
  28. Tzougas, George & Vrontos, Spyridon D. & Frangos, Nickolaos E., 2015. "Risk classification for claim counts and losses using regression models for location, scale and shape," LSE Research Online Documents on Economics 70921, London School of Economics and Political Science, LSE Library.
  29. Dionne, Georges & Gagne, Robert & Gagnon, Francois & Vanasse, Charles, 1997. "Debt, moral hazard and airline safety An empirical evidence," Journal of Econometrics, Elsevier, vol. 79(2), pages 379-402, August.
  30. Olfa N. Ghali, 2001. "An Empirical Evaluation of the Implementation of the Bonus-Malus System in the Tunisian Automobile Insurance Ratemaking," Working Papers 0135, Economic Research Forum, revised 11 2001.
  31. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2018. "Modelling And Estimating Individual And Firm Effects With Count Panel Data," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 1049-1078, September.
  32. 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.
  33. Lluís Bermúdez & Dimitris Karlis & Isabel Morillo, 2020. "Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models," Risks, MDPI, Open Access Journal, vol. 8(1), pages 1-13, January.
  34. 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.
  35. Olena Ragulina, 2017. "Bonus--malus systems with different claim types and varying deductibles," Papers 1707.00917, arXiv.org.
  36. Georges Dionne, 2012. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data," Cahiers de recherche 1233, CIRPEE.
  37. Vijay Aseervatham & Christoph Lex & Spindler, Martin, 2014. "How do unisex rating regulations affect gender differences in insurance premiums?," MEA discussion paper series 201416, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  38. 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.
  39. Montserrat Guillen & Jens Perch Nielsen & Mercedes Ayuso & Ana M. Pérez‐Marín, 2019. "The Use of Telematics Devices to Improve Automobile Insurance Rates," Risk Analysis, John Wiley & Sons, vol. 39(3), pages 662-672, March.
  40. Katja Müller & Hato Schmeiser & Joël Wagner, 2016. "The impact of auditing strategies on insurers’ profitability," Journal of Risk Finance, Emerald Group Publishing, vol. 17(1), pages 46-79, January.
  41. Georges Dionne & Nathalie Fombaron & Neil Doherty, 2012. "Adverse Selection in Insurance Contracting," Cahiers de recherche 1231, CIRPEE.
  42. Michael Ludkovski & Virginia R. Young, 2010. "Ex Post Moral Hazard and Bayesian Learning in Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(4), pages 829-856, December.
  43. M M Segovia-Gonzalez & I Contreras & C Mar-Molinero, 2009. "A DEA analysis of risk, cost, and revenues in insurance," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(11), pages 1483-1494, November.
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