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Bonus-malus scales in segmented tariffs with stochastic migration between segments
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MAP20071505392
Bonus-malus scales in segmented tariffs with stochastic migration between segments / Natacha Brouhns...[et al.]
The 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)
En: The Journal of risk and insurance. - Orlando. - Volume 70, number 4, December 2003 ; p. 577-599
1. Empresas de seguros ‌. 2. Seguro de automóviles ‌. 3. Tarifas ‌. 4. Matemática del seguro ‌. 5. Bonus-malus ‌. I. Brouhns, Natacha ‌. II. Guillén Estany, Montserrat ‌. III. Título. IV. Título: The Journal of risk and insurance.