Linear Credibility Predictors for the Pure Premium of an Insurance Contract

J. Pinquet

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

Abstract: This paper aims at providing linear credibility predictors for the pure premium of insurance contracts, from a rating structure based on their individual characteristics. A two equation model with random effects and regression components is consistently estimated, jointly with the computation of linear credibility predictors. Empirical research are given, which are drawn from a French data base of automobile insurance contracts.

Keywords: INSURANCE; CONTRACTS; CREDIBILITY (search for similar items in EconPapers)
JEL-codes: D84 L14 (search for similar items in EconPapers)
Pages: 21 pages
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pnegmi:99-35

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