Designing optimal bonus-malus systems from different types of claims

Jean Pinquet

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Abstract: This paper provides bonus-malus systems which rest on different types of claims. Consistent estimators are given for some moments of the mixing 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. Empirical results are presented for two types of claims, namely claims at fault and not at fault with respect to a third party.

Keywords: Fixed and random effects models; mixing distributions; expected value principle; linear credibility predictors.; linear credibility predictors (search for similar items in EconPapers)
Date: 1998-07-19
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Citations: View citations in EconPapers (25)

Published in ASTIN Bulletin, 1998, 28 (2), pp.205-220

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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)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00396955

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