Actuarial modelling of claim counts : risk classification, credibility and bonus-malus systems /

This book offers a comprehensive treatment of the various experience rating systems applicable to automobile insurance and their relationships with risk classification. It also summarizes the most recent developments in the field, presenting ratemaking sy.

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Bibliographic Details
Other Authors: Denuit, M.
Format: Electronic eBook
Language:English
Published: Chichester, West Sussex, England ; Hoboken, NJ : Wiley, ©2007.
Subjects:
Online Access:CONNECT
Table of Contents:
  • Actuarial Modelling of Claim Counts; Contents; Foreword; Preface; Notation; Part I Modelling Claim Counts; 1 Mixed Poisson Models for Claim Numbers; 2 Risk Classification; Part II Basics of Experience Rating; 3 Credibility Models for Claim Counts; 4 Bonus-Malus Scales; Part III Advances in Experience Rating; 5 Efficiency and Bonus Hunger; 6 Multi-Event Systems; 7 Bonus-Malus Systems with Varying Deductibles; 8 Transient Maximum Accuracy Criterion; 9 Actuarial Analysis of the French Bonus-Malus System; Bibliography; Index.