Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities
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Publication:320284
DOI10.1016/J.INSMATHECO.2016.03.007zbMATH Open1369.91098OpenAlexW2307731726MaRDI QIDQ320284FDOQ320284
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
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Cites Work
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- Generalized Linear Models for Insurance Data
- On modeling claim frequency data in general insurance with extra zeros
- Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
- Optimal relativities and transition rules of a bonus-malus system
- Actuarial Modelling of Claim Counts
- Using Mixed Poisson Processes in Connection with Bonus-Malus Systems
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- A credibility theory for automobile bonus systems
- Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
- Allowance for the Age of Claims in Bonus-Malus Systems
- Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited
- A POSTERIORI RATEMAKING WITH PANEL DATA
- Optimal bonus-malus systems using finite mixture models
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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