Bonus-malus Systems with Varying Deductibles

DOI10.2143/AST.35.1.583175MaRDI QIDQ5490589zbMATH OpenOpenAlexFDO

Authors Sandra Pitrebois, J. F. Walhin, Michel Denuit

Publication date 4 October 2006

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.35.1.583175

zbMATH Keywords

Markov chainsdifferentiated bonus scale deductibles

Mathematics Subject Classification ID

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

Recommendations

• Bonus-malus systems with different claim types and varying deductibles
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Cites work

• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited
• The Practical Replacement of a Bonus-Malus System

Cited in

(7)

• Does hunger for bonuses drive the dependence between claim frequency and severity?
• Bonus-malus systems with different claim types and varying deductibles
• Bonus-Malus Systems: “Lack of Transparency” and Adequacy Measure
• Experience-rating mechanisms in auto insurance: implications for high-risk, low-risk, and novice drivers
• Confidence intervals of the premiums of optimal bonus malus systems
• The optimal reinsurance strategy -- the individual claim case
• An insurance model with bonus - malus system

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