The True Claim Amount and Frequency Distributions within a Bonus-Malus System

Jean François Walhin and José Paris

ASTIN Bulletin, 2000, vol. 30, issue 2, 391-403

Abstract: We apply Lemaire's algorithm and a non-parametric mixed Poisson fit to a motor insurance portfolio in order to find the true claim frequency and claim amount distributions. The algorithm we develop accounts for the fact that observed distributions are distorted by bonus hunger, when a bonus-malus system is used by the insurer.

Date: 2000
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