Trend et systèmes de Bonus-Malus
1992; Cambridge University Press; Volume: 22; Issue: 1 Linguagem: Inglês
10.2143/ast.22.1.2005124
ISSN1783-1350
AutoresPar Jean-Luc Besson, et Christian Partrat,
Tópico(s)Insurance and Financial Risk Management
ResumoAbstract 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.
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