The True Claim Amount and Frequency Distributions within a Bonus-Malus System

ASTIN Bulletin

Volumn 30, Issue 2, 2000, Pages 391-403

  Walhin, Jean François ^a,b   Paris, José ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b Secura Belgian Re   (Belgium)

Author keywords

bonus malus system; censoring; claim amount distribution; frequency distribution; hunger for bonus; maximum likelihood; Mixed Poisson distribution; non parametric fit

Indexed keywords

EID: 85011526498     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.30.2.504642     Document Type: Article

References (3)

1. Lemaire, J. (1977) La Soif du Bonus. ASTIN Bulletin. 9, 181–190.
2. Lemaire, J. (1995) Bonus-Malus Systems in Automobile Insurance. Kluwer, Boston.
3. Walhin, J.F. and Paris, J. (1999) Using Mixed Poisson Distributions in Connection with Bonus-Malus Systems. ASTIN Bulletin. 29, 81–99.