Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities

DOI10.1016/J.INSMATHECO.2016.03.007MaRDI QIDQ320284zbMATH OpenOpenAlexFDO

Authors Chong It Tan

Publication date 6 October 2016

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2016.03.007

zbMATH Keywords

bonus-malus systema posteriori ratinga priori claim frequencyoptimal relativitiestransition rules

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3748274 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• A POSTERIORI RATEMAKING WITH PANEL DATA
• A credibility theory for automobile bonus systems
• Actuarial Modelling of Claim Counts
• Allowance for the Age of Claims in Bonus-Malus Systems
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• Generalized Linear Models for Insurance Data
• On modeling claim frequency data in general insurance with extra zeros
• Optimal bonus-malus systems using finite mixture models
• Optimal relativities and transition rules of a bonus-malus system
• Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited
• Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
• Using Mixed Poisson Processes in Connection with Bonus-Malus Systems

Cited in

(5)

• Does hunger for bonuses drive the dependence between claim frequency and severity?
• Bonus-malus systems with different claim types and varying deductibles
• Experience-rating mechanisms in auto insurance: implications for high-risk, low-risk, and novice drivers
• Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
• Optimal relativities and transition rules of a bonus-malus system

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