A financially Balanced Bonus/Malus System

ASTIN Bulletin

Volumn 26, Issue 1, 1996, Pages 107-116

  Coene, Geert ^a   Doray, Louis G ^b  

^a UNISON Consultants Europe EEIG   (Belgium)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Bonus malus; negative binomial; quadratic programming; stationary distribution

Indexed keywords

EID: 85011504096     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.26.1.563236     Document Type: Article

References (5)

1. Dufresne, F. (1988) Distribution stationnaire d'un système bonus-malus et probabilité de ruine. Astin Bulletin. 18, 31–46.
2. Lemaire, J. (1985) Automobile Insurance: Actuarial Models. Kluwer Nijhoff, Boston.
3. Lemaire, J. and Zi, H.M. (1994) A Comparative Analysis of 30 Bonus-Malus Systems. Astin Bulletin. 24, 287–309.
4. Sammartini, G. (1990) A bonus-malus system with conditioned bonus. Insurance: Mathematics & Economies. 9, 163–169.
5. Weber, D. (1970) A Stochastic Approach to Automobile Compensation. Proceedings of the Casualty Actuarial Society. 57, 27–63.