An actuarial analysis of the French bonus-malus system

DOI10.1080/03461230600986136zbMath1144.91029OpenAlexW2147955959MaRDI QIDQ3440852

Sandra Pitrebois, Jean François Walhin, Michel M. Denuit

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230600986136

zbMATH Keywords

Markov chainscredibility theorybonus-malus systemfinancial balanceincrease-decrease coefficient

Mathematics Subject Classification ID

Related Items (1)

Robust Bayesian bonus-malus premiums under the conditional specification model

Cites Work

• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• A credibility theory for automobile bonus systems
• The s-convex orders among real random variables, with applications
• The Mixed Bivariate Hofmann Distribution
• Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited

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