Setting a bonus-malus scale in the presence of other rating factors

In this paper, we propose an analytic analogue to the simulation procedure described in Taylor (1997). We apply the formulas to a Belgian data set and discuss the interaction between a priori and a posteriori ratemakings.

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Alternative title:	Taylor`s work revisited
Year of publication:	2003-11-01
Authors:	Pitrebois, Sandra ; Denuit, Michel ; Walhin, Jean-Francois
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol.33, No.22,2003, pp.419-436
Subject:	Rating \| Versicherungswirtschaft \| Markov Kette \| markov chain

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Extent:	425984 bytes 18 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005847014