Bonus-malus scales in segmented tariffs with stochastic migration between segments
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<subfield code="a">Bonus-malus scales in segmented tariffs with stochastic migration between segments</subfield>
<subfield code="c">Natacha Brouhns...[et al.]</subfield>
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<subfield code="a">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)</subfield>
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<subfield code="a">Seguro de automóviles</subfield>
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<subfield code="a">Tarifas</subfield>
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<subfield code="a">Matemática del seguro</subfield>
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<subfield code="a">The Journal of risk and insurance</subfield>
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<subfield code="t">The Journal of risk and insurance</subfield>
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<subfield code="g">Volume 70, number 4, December 2003 ; p. 577-599</subfield>
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