Bonus-malus scales in segmented tariffs with stochastic migration between segments
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245 | 1 | 0 | $aBonus-malus scales in segmented tariffs with stochastic migration between segments$cNatacha Brouhns...[et al.] |
520 | 8 | $aThe article proposes a computer-intensive methodology to build bonus-malus scales in automobile insurance. The claim frequency model is taken from Piquet, Guillén , and Bolancé (2001). It accounts for overdispersion, heteroskedasticity, and dependence among repeated observations. Explanatory variables are taken into account in the determination of the relativities, yielding an integrated automobile ratemaking scheme. In that respect, it complements the study of Taylor (1997) | |
650 | 0 | 1 | $0MAPA20080590567$aEmpresas de seguros |
650 | 1 | 1 | $0MAPA20080603779$aSeguro de automóviles |
650 | 1 | 1 | $0MAPA20080545475$aTarifas |
650 | 0 | 1 | $0MAPA20080602437$aMatemática del seguro |
650 | 1 | 1 | $0MAPA20080557379$aBonus-malus |
700 | 1 | $0MAPA20080156480$aBrouhns, Natacha | |
700 | 1 | $0MAPA20080360160$aGuillén Estany, Montserrat | |
740 | 4 | $aThe Journal of risk and insurance | |
773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dOrlando$gVolume 70, number 4, December 2003 ; p. 577-599 |