Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited

ASTIN Bulletin

Volumn 33, Issue 2, 2003, Pages 419-436

  Pitrebois, Sandra ^a   Denuit, Michel ^b   Walhin, Jean François ^a,b  

^a Secura Belgian Re   (Belgium)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

a priori ratemaking; Bonus Malus system; experience rating; Markov chains

Indexed keywords

EID: 85011482263     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100013544     Document Type: Article

References (11)

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11. Taylor, G. (1997) Setting a Bonus-Malus scale in the presence of other rating factors. ASTIN Bulletin. 27, 319–327.