The Practical Replacement of a Bonus-Malus System

DOI10.2143/AST.31.2.1008MaRDI QIDQ4661643zbMATH OpenOpenAlexFDO

Authors J. F. Walhin, J. Parıś

Publication date 30 March 2005

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.31.2.1008

zbMATH Keywords

actual claims frequency distributionHofmann distributionhunger for bonusiterative algorithmnon-parametric mixed Poisson fitobserved claims frequency distributionoptimal bonus-malus systempractical bonus-malus system

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Recommendations

• Bemerkungen zur Optimalität von Bonus/Malus-Systemen
• Optimal relativities and transition rules of a bonus-malus system
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• Claiming Strategies and Premium Levels for Bonus Malus Systems
• On asymptotic properties of Bonus–Malus systems based on the number and on the size of the claims

Cites work

• Maximum likelihood estimation of a compound Poisson process
• Using Mixed Poisson Processes in Connection with Bonus-Malus Systems

Cited in

(10)

• Optimal relativities and transition rules of a bonus-malus system
• An alternative model for bonus-malus system
• An actuarial analysis of the French bonus-malus system
• On asymptotic properties of Bonus–Malus systems based on the number and on the size of the claims
• Bonus-malus Systems as Markov Set-chains
• An alternative approach to bonus malus
• Statistical approach for open bonus malus
• Bonus-malus Systems with Varying Deductibles
• Bonus-Malus Systems
• On monotone likelihood ratio of stationary probabilities in bonus-malus systems

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