Experience rating with dependence between MTPL and MOD claims

Daniel Sobiecki
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Daniel Sobiecki: Szkoła Główna Handlowa w Warszawie

Collegium of Economic Analysis Annals, 2015, issue 37, 269-282

Abstract: The subject of the article is experience rating with dependence between two lines of vehicle insurance. The paper presents the application of multidimensional credibility models, which are a generalisation of the Bühlmann-Straub model for the age of claim. Conclusions drawn from the analysis of real data portfolio can be applied in cross-selling of MTPL and MOD insurance.

Keywords: cross-selling; experience rating; multidimensional credibility models (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:sgh:annals:i:37:y:2015:p:269-282

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