Designing Optimal Bonus-Malus Systems from Different Types of Claims

Jean Pinquet

Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.

Abstract: This paper provides bonus-malus systems which rest on different types of claims. Consistent estimators are given for some moments of themixing distribution of a multi equation Poisson model with random effects. Bonus-malus coefficients are then obtained with the expected value principle, and from linear credibility predictors. E,pirical results are presented for two types of claims, namely claims with or without liability with respect to a third party.

Keywords: INSURANCE (search for similar items in EconPapers)
JEL-codes: C61 C62 (search for similar items in EconPapers)
Pages: 22 pages
Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (27)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Designing Optimal Bonus-Malus Systems from Different Types of Claims (1998)
Working Paper: Designing optimal bonus-malus systems from different types of claims (1998)
Working Paper: Designing optimal bonus-malus systems from different types of claims (1998)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:pnegmi:9819

Access Statistics for this paper

More papers in Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX..
Bibliographic data for series maintained by Thomas Krichel ().