The Practical Replacement of a Bonus-Malus System

ASTIN Bulletin

Volumn 31, Issue 2, 2001, Pages 317-335

  Walhin, J F ^a,b   Paris, J ^a,c  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b Secura Belgian Re ^*  (Belgium)

^c Stat 2DC   (Belgium)

Author keywords

actual claims frequency distribution; Hofmann Distribution; hunger for bonus; iterative algorithm; non parametric mixed Poisson fit; observed claims frequency distribution; Optimal bonus malus system; practical bonus malus system

Indexed keywords

EID: 85011504162     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.31.2.1008     Document Type: Article

References (7)

1. Coene, G. and Doray, L.G. (1996). A Financially Balanced Bonus-Malus System. Astin Bulletin, 26: 101–115.
2. Lemaire, J. (1977). La Soif du Bonus. Astin Bulletin, 9: 181–190.
3. Lemaire, J. (1995). Bonus-Malus Systems in Automobile Insurance. Boston: Kluwer.
4. Simar, L. (1976). Maximum Likelihood Estimation of a Compound Poisson Process. The Annals of Statistics, 4: 1200–1209.
5. Walhin, J.F. and Paris, J. (1999a). Processus de Poisson Mélange et Formules Unifiées pour Systèmes Bonus-Malus. Bulletin Français d'Actuariat, 3: 35–43.
6. Walhin, J.F. and Paris, J. (1999b). Using Mixed Poisson Distributions in Connection with Bonus-Malus systems. Astin Bulletin, 29: 81–99.
7. Walhin, J.F. and Paris, J. (2001). The Actual Claim Amount and Frequency Distributions within a Bonus-Malus System. To be published in Astin Bulletin.