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Bonus-Malus Scales in Segmented Tariffs with Stochastic Migration between Segments

This article proposes a computer-intensive methodology to build bonus-malus scales in automobile insurance. The claim frequency model is taken from Pinquet, Guillén, and Bolancé (2001). It accounts for overdispersion, heteroskedasticity, and dependence among repeated observations. Explanatory... Full description

1st Person: Brouhns, Natacha
Additional Persons: Guillén, Montserrat verfasserin; Denuit, Michel verfasserin; Pinquet, Jean verfasserin
Source: in The journal of risk & insurance Vol. 70, No. 4 (2003), p. 577-599
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Type of Publication: Article
Language: English
Published: 2003
Keywords: research-article
Online: Volltext
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