Allowance for Cost of Claims in Bonus-Malus Systems

Jean Pinquet

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

Abstract

Abstract The objective of this paper is to make allowance for cost of claims in experience rating. We design here a bonus-malus system for the pure premium of insurance contracts, from a rating based on their individual characteristics. Empirical results are presented, that are drawn from a French data base of automobile insurance contracts.

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References

1967Experience Rating and Credibility 1995Bonus-Malus Systems in Automobile Insurance 1992Automobile insurance ratemaking in the presence of asymmetrical information 1989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component 1994Modelling the Claims Process in the Presence of Covariates

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2005Copula credibility for aggregate loss models 2011Statistical concepts of a priori and a posteriori risk classification in insurance 2015Auto Insurance Premium Calculation Using Generalized Linear Models 2009Actuarial Applications of a Hierarchical Insurance Claims Model 1998Designing Optimal Bonus-Malus Systems from Different Types of Claims 2000Experience Rating through Heterogeneous Models 2014OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS

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