This article is devoted to the design of bonus-malus scales involving different types of claims. Typically, claims with or without bodily injuries, or claims with full or partial liability of the insured driver, are distinguished and entail different penalties. Under mild assumptions, claim...

SUMMARY Risk measures have been studied for several decades in the actuarial literature, where they appeared under the guise of premium calculation principles. Risk measures and properties that risk measures should satisfy have recently received considerable attention in the financial...

The purpose of this paper is to explore and compare the credibility premiums in generalized zero-inflated count models for panel data. Predictive premiums based on quadratic loss and exponential loss are derived. It is shown that the credibility premiums of the zero-inflated model allow for more...

In large portfolios, the risk borne by annuity providers (insurance companies or pension funds) is basically driven by the randomness in the future mortality rates. To fix the ideas, we adopt here the standard Lee-Carter framework, where the future forces of mortality are decomposed in a...