Designing Optimal Bonus-Malus Systems from Different Types of Claims

Jean Pinquet

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

Abstract

Abstract 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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References

1967Experience Rating and Credibility 1995Bonus-Malus Systems in Automobile Insurance 1989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component 1997Allowance for Cost of Claims in Bonus-Malus Systems 1985Automobile Insurance

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2011Predicting the Frequency and Amount of Health Care Expenditures 2000Experience Rating through Heterogeneous Models 2008Multivariate probit models for conditional claim-types 2014OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS

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