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Trend et systèmes de Bonus-Malus1

Published online by Cambridge University Press:  29 August 2014

Par Jean-Luc Besson  and
et Christian Partrat
Par Jean-Luc Besson*
Affiliation:
Assemblée Plénière des Sociétés d'Assurances Dommages, Paris
et Christian Partrat*
Affiliation:
Institut de Statistique, URA 1321, Université Pierre et Marie Curie, Paris
*
Assemblée Pléntère des Sociétés d'Assurances Dommages. 26 Boulevard Haussmann, 75009 Paris, France
Institut de Statistique, Université Pierre et Marie Curie, 4 Place Jussieu, 75252 Paris Cedex 05, France
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Abstract

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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.

Keywords

Loi de Poisson-mélangeBinomiale Négativeloi de Poisson-Inverse Gaussiennesystèmes de Bonus-Malus
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 22 , Issue 1 , May 1992 , pp. 11 - 31
Copyright
Copyright © International Actuarial Association 1992

Footnotes

1

Une première version de cet article a été présentée sous le titre «Loi de Poisson-Inverse Gaussienne et systèmes de Bonus-Malus» au XXIIe Astin Colloquium, Montreux 1990.

References

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