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

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<rdf:Description>
<dc:creator>Brouhns, Natacha</dc:creator>
<dc:creator>Guillén Estany, Montserrat</dc:creator>
<dc:date>2003-12-01</dc:date>
<dc:description xml:lang="es">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)</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/57292.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Empresas de seguros</dc:subject>
<dc:subject xml:lang="es">Seguro de automóviles</dc:subject>
<dc:subject xml:lang="es">Tarifas</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Bonus-malus</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Bonus-malus scales in segmented tariffs with stochastic migration between segments</dc:title>
<dc:title xml:lang="es">Título: The Journal of risk and insurance</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Orlando. - Volume 70, number 4, December 2003 ;  p. 577-599</dc:relation>
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