Centro de Documentación de Fundación MAPFRE - Bonus-malus scales in segmented tariffs with stochastic migration between segments

Notas: 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)Registros relacionados: En: The Journal of risk and insurance. - Orlando. - Volume 70, number 4, December 2003 ; p. 577-599Materia / lugar / evento: Empresas de seguros Seguro de automóviles Tarifas Matemática del seguro Bonus-malus Otros autores: Brouhns, Natacha
Guillén Estany, Montserrat
Títulos secundarios: Título: The Journal of risk and insurance
Otras clasificaciones: 322

Derechos: In Copyright (InC)

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