Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited

Sandra Pitrebois, Michel Denuit and Jean-François Walhin

ASTIN Bulletin, 2003, vol. 33, issue 2, 419-436

Abstract: In this paper, we propose an analytic analogue to the simulation procedure described in Taylor (1997). We apply the formulas to a Belgian data set and discuss the interaction between a priori and a posteriori ratemakings.

Date: 2003
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