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Setting a bonus-malus scale in the presence of other rating factors: Taylor's work revisited

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Pitrebois, Sandra [UCL] Walhin, Jean-François [UCL] Denuit, Michel [UCL]

In this paper, we propose an analytic analogue to the simulation procedure described in Taylor (1997). We apply the formulas to a Belgian data set and discuss the interaction between a priori and a posteriori ratemakings.

Document type Article de périodique (Journal article) – Article de recherche
Publication date 2003
Language Anglais
Journal information "Astin Bulletin" - Vol. 33, p. 419-436 (2003)
Peer reviewed yes
issn 0515-0361
Publication status Publié
Affiliation UCL - ESPO/ECON - Département des sciences économiques
Links
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  2. Boskov M., Verrall R. J., Premium Rating by Geographic Area Using Spatial Models , 10.2143/ast.24.1.2005085
  3. actu-L, 2, 3 (2002)
  4. Insurance: Mathematics & Economics, 28, 341 (2001)
  5. DIONNE Georges, VANASSE Charles, A Generalization of Automobile Insurance Rating Models, 10.2143/ast.19.2.2014909
  6. Bonus-Malus Systems in Automobile Insurance (1995)
  7. Scandinavian Actuarial Journal, 92 (1976)
  8. Stochastic Processes for Insurance and Finance (1999)
  9. Taylor Greg, Setting a Bonus-Malus Scale in the Presence of other Rating Factors , 10.2143/ast.27.2.542055
Bibliographic reference Pitrebois, Sandra ; Walhin, Jean-François ; Denuit, Michel. Setting a bonus-malus scale in the presence of other rating factors: Taylor's work revisited. In: Astin Bulletin, Vol. 33, p. 419-436 (2003)
Permanent URL http://hdl.handle.net/2078/17219