The purpose of the paper is to use the age of claims in the prediction of risks. A dynamic random effects model on longitudinal count data is presented...

This paper proposes bonus-malus systems for fleets of vehicles, by using the individual characteristics of both the vehicles and the carriers. Bonus-malus coefficients are computed from the history of claims or from the history of safety offences of the carriers and the drivers...

This paper provides bonus-malus systems which rest on different types ofclaims. Consistent estimators are given for some moments of the mixingdistribution of a multi equation Poisson model with random effects...

Road safety policies often use incentive mechanisms based on traffic violations to promote safe driving. Examples of mechanisms are fines, experience rating and point-record driving licenses. We analyse the effectiveness of these mechanisms in promoting safe driving. We derive their theoretical...

A captive is an insurance or reinsurance company established by a parent group to finance its own risks. Captives mix internal risk pooling between the business units of the parent group and risk transfer toward the reinsurance market. We analyze captives from an optimal insurance contract...

This paper analyzes the rationale of long-term care insurance purchasing, from a statistical analysis of insurance data and a life cycle model. We make a short survey of the pros and cons of LTC insurance purchase. Then risk distributions in the occurrence and duration dimension are estimated on...