Trend et systèmes de Bonus-Malus

This paper deals with the Bonus-Malus system obtained when the claims frequency is submitted to trend. This system is specified in the two particular cases of Poisson-Gamma and Poisson-Inverse Gaussian distributions. The theoretical results are checked on data issued from automobile insurance polici...

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Bibliographic Details
Published in:ASTIN Bulletin : The Journal of the IAA 1992-05, Vol.22 (1), p.11-31
Main Authors: Besson, Par Jean-Luc, Partrat, et Christian
Format: Article
Language:English
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Summary:This paper deals with the Bonus-Malus system obtained when the claims frequency is submitted to trend. This system is specified in the two particular cases of Poisson-Gamma and Poisson-Inverse Gaussian distributions. The theoretical results are checked on data issued from automobile insurance policies observed during three years.
ISSN:0515-0361
1783-1350
DOI:10.2143/AST.22.1.2005124