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

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008  040607e20031201usa|||| | |00010|eng d
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24510‎$a‎Bonus-malus scales in segmented tariffs with stochastic migration between segments‎$c‎Natacha Brouhns...[et al.]
5208 ‎$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)
65001‎$0‎MAPA20080590567‎$a‎Empresas de seguros
65011‎$0‎MAPA20080603779‎$a‎Seguro de automóviles
65011‎$0‎MAPA20080545475‎$a‎Tarifas
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65011‎$0‎MAPA20080557379‎$a‎Bonus-malus
7001 ‎$0‎MAPA20080156480‎$a‎Brouhns, Natacha
7001 ‎$0‎MAPA20080360160‎$a‎Guillén Estany, Montserrat
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 70, number 4, December 2003 ; p. 577-599