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Multi‐Event Bonus‐Malus Scales

Author

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  • Sandra Pitrebois
  • Michel Denuit
  • Jean‐François Walhin

Abstract

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 severities can also be taken into account in this way. Numerical illustrations enhance the interest of the approach.

Suggested Citation

  • Sandra Pitrebois & Michel Denuit & Jean‐François Walhin, 2006. "Multi‐Event Bonus‐Malus Scales," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(3), pages 517-528, September.
    • Handle: RePEc:bla:jrinsu:v:73:y:2006:i:3:p:517-528
    DOI: 10.1111/j.1539-6975.2006.00186.x
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    Cited by:

    1. Dorothea Diers & Martin Eling & Christian Kraus & Andreas Reuß, 2012. "Market-consistent embedded value in non-life insurance: how to measure it and why," Journal of Risk Finance, Emerald Group Publishing, vol. 13(4), pages 320-346, August.
    2. Simon, Pierre-Alexandre & Trufin, Julien & Denuit, Michel, 2023. "Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events," LIDAM Discussion Papers ISBA 2023014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Olena Ragulina, 2017. "Bonus--malus systems with different claim types and varying deductibles," Papers 1707.00917, arXiv.org.

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