Bonus-malus Systems with Varying Deductibles

DOI10.2143/AST.35.1.583175zbMath1141.62344OpenAlexW4240394000MaRDI QIDQ5490589

Jean François Walhin, Sandra Pitrebois, Michel M. 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)

Related Items (5)

Bonus-malus systems with different claim types and varying deductibles ⋮ Does hunger for bonuses drive the dependence between claim frequency and severity? ⋮ Confidence intervals of the premiums of optimal bonus malus systems ⋮ The optimal reinsurance strategy -- the individual claim case ⋮ Experience-Rating Mechanisms in Auto Insurance: Implications for High-Risk, Low-Risk, and Novice Drivers

Cites Work

• Unnamed Item
• The Practical Replacement of a Bonus-Malus System
• Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited

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