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Bonus-malus scales in segmented tariffs with stochastic migration between segments

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<title>Bonus-malus scales in segmented tariffs with stochastic migration between segments</title>
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<title>The Journal of risk and insurance</title>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080156480">
<namePart>Brouhns, Natacha</namePart>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080360160">
<namePart>Guillén Estany, Montserrat</namePart>
<nameIdentifier>MAPA20080360160</nameIdentifier>
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<placeTerm type="code" authority="marccountry">usa</placeTerm>
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<dateIssued encoding="marc">2003</dateIssued>
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<abstract>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)</abstract>
<note type="statement of responsibility">Natacha Brouhns...[et al.]</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080590567">
<topic>Empresas de seguros</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080603779">
<topic>Seguro de automóviles</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080545475">
<topic>Tarifas</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080557379">
<topic>Bonus-malus</topic>
</subject>
<classification authority="">322</classification>
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<title>The Journal of risk and insurance</title>
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<publisher>Orlando</publisher>
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<identifier type="local">MAP20077000727</identifier>
<part>
<text>Volume 70, number 4, December 2003 ;  p. 577-599</text>
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