Long-range contagion in automobile insurance data : estimation and implications for experience rating
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Dionne, Georges & Vanasse, Charles, 1989.
"A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component,"
ASTIN Bulletin, Cambridge University Press, vol. 19(2), pages 199-212, November.
- Dionne, G. & Vanasse, C., 1988. "A Generalization Of Automobile Insurance Rating Models: The Negative Binomial Distribution With A Regression Component," Cahiers de recherche 8833, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dionne, G. & Vanasse, C., 1988. "A Generalization of Automobile Insurance Rating Models: the Negative Binomial Distribution with a Regression Component," Cahiers de recherche 8833, Universite de Montreal, Departement de sciences economiques.
- Lemaire, Jean, 1977. "La Soif du Bonus," ASTIN Bulletin, Cambridge University Press, vol. 9(1-2), pages 181-190, January.
- Sundt, Bjorn, 1988. "Credibility estimators with geometric weights," Insurance: Mathematics and Economics, Elsevier, vol. 7(2), pages 113-122, April.
- Besson, Par Jean-Luc & Partrat, et Christian, 1992. "Trend et systèmes de Bonus-Malus1," ASTIN Bulletin, Cambridge University Press, vol. 22(1), pages 11-31, May.
- Kunreuther, Howard & Pauly, Mark, 1985. "Market equilibrium with private knowledge : An insurance example," Journal of Public Economics, Elsevier, vol. 26(3), pages 269-288, April.
- Bühlmann, Hans, 1967. "Experience Rating and Credibility," ASTIN Bulletin, Cambridge University Press, vol. 4(3), pages 199-207, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sarabia, José María & Guillén, Montserrat, 2008. "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 466-473, December.
- Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-09, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
- Dionne, G. & Maurice, M. & Pinquet, J. & Vanasse, C., 2001.
"The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance,"
Ecole des Hautes Etudes Commerciales de Montreal-
01-05, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
- G. Dionne & M. Maurice & J. Pinquet & C. Vanasse, 2001. "The Role of Memory in Long-Term Contracting with Moral Hazard : Empirical Evidence in Automobile Insurance," THEMA Working Papers 2001-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dionne, Georges & Maurice, Mathieu & Pinquet, Jean & Vanasse, Charles, 2001. "The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance," Working Papers 01-5, HEC Montreal, Canada Research Chair in Risk Management.
- Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014. "Accounting for severity of risk when pricing insurance products," Working Papers 2014-05, Universitat de Barcelona, UB Riskcenter.
- Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Pinquet, Jean, 1998.
"Designing Optimal Bonus-Malus Systems from Different Types of Claims,"
ASTIN Bulletin, Cambridge University Press, vol. 28(2), pages 205-220, November.
- Jean Pinquet, 1998. "Designing optimal bonus-malus systems from different types of claims," Post-Print hal-00396955, HAL.
- Pinquet, J., 1998. "Designing Optimal Bonus-Malus Systems from Different Types of Claims," Papers 9819, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- J. Pinquet, 1998. "Designing optimal bonus-malus systems from different types of claims," THEMA Working Papers 98-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Gourieroux, C. & Jasiak, J., 2004. "Heterogeneous INAR(1) model with application to car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 177-192, April.
- Yang Lu, 2018.
"Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(4), pages 1083-1102, December.
- Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.
- Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean, 2003.
"Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects,"
Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 273-282, October.
- C. Bolancé & M. Guillén & J. Pinquet, 2002. "Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects," THEMA Working Papers 2002-18, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2003. "Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects," Post-Print hal-00397271, HAL.
- Zhao, Xiaobing & Zhou, Xian, 2012. "Copula models for insurance claim numbers with excess zeros and time-dependence," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 191-199.
- Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
- Dionne, Georges & Fombaron, Nathalie & Doherty, Neil, 2012.
"Adverse selection in insurance contracting,"
Working Papers
12-8, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Nathalie Fombaron & Neil Doherty, 2012. "Adverse Selection in Insurance Contracting," Cahiers de recherche 1231, CIRPEE.
- Jean‐Philippe Boucher & Michel Denuit & Montserrat Guillen, 2009. "Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 821-846, December.
- Dionne, Georges & Fombaron, Nathalie & Mimra, Wanda, 2023.
"Adverse selection in insurance,"
Working Papers
23-5, HEC Montreal, Canada Research Chair in Risk Management.
- Nathalie Fombaron & Georges Dionne & Wanda Mimra, 2023. "Adverse Sélection in Insurance," Post-Print hal-04416340, HAL.
- Natacha Brouhns & Montserrat Guillén & Michel Denuit & Jean Pinquet, 2003.
"Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 577-599, December.
- Jean Pinquet & Montserrat Guillén & Michel Denuit & Natacha Brouhns, 2003. "Bonus-Malus scales in segmented tariffs with stochastic migration between segments," Post-Print hal-00397084, HAL.
- Dionne, G. & Doherty, N., 1991.
"Adverse Selection In Insurance Markets: A Selective Survey,"
Cahiers de recherche
9105, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dionne, G. & Doherty, N., 1991. "Adverse Selection in Insurance Markets: a Selective Survey," Cahiers de recherche 9105, Universite de Montreal, Departement de sciences economiques.
- Yang Lu, 2019.
"Flexible (panel) regression models for bivariate count–continuous data with an insurance application,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(4), pages 1503-1521, October.
- Yang Lu, 2019. "Flexible (panel) regression models for bivariate count-continuous data with an insurance application," Post-Print hal-02419024, HAL.
- Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2006.
"Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles,"
ASTIN Bulletin, Cambridge University Press, vol. 36(1), pages 25-77, May.
- Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2004. "Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles," Cahiers de recherche 0423, CIRPEE.
- Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2005. "Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles," Working Papers 04-7, HEC Montreal, Canada Research Chair in Risk Management.
- Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008.
"On the link between credibility and frequency premium,"
Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 209-213, October.
- Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007. "On the link between credibility and frequency premium," Working Papers hal-00243063, HAL.
- Jean Pinquet & Montserrat Guillén & Catalina Bolancé, 2008. "On the link between credibility and frequency premium," Post-Print hal-00361645, HAL.
- Gning, Lucien & Diagne, M.L. & Tchuenche, J.M., 2023. "Hierarchical generalized linear models, correlation and a posteriori ratemaking," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 614(C).
- Dahchour, Maki & Dionne, Georges, 2002.
"Pricing of Automobile Insurance Under Asymmetric Information: a Study on Panel Data,"
Working Papers
01-6, HEC Montreal, Canada Research Chair in Risk Management.
- M. Dahchour & G. Dionne, 2002. "Pricing of Automobile Insurance Under Asymmetric Information : a Study on Panel Data," THEMA Working Papers 2002-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
- Jean Pinquet & Georges Dionne & Charles Vanasse & Mathieu Maurice, 2007. "Point-record incentives, asymmetric information and dynamic data," Working Papers hal-00243056, HAL.
- Eric Clemons & Lorin Hitt & Bin Gu & Matt Thatcher & Bruce Weber, 2002. "Impacts of e-Commerce and Enhanced Information Endowments on Financial Services: A Quantitative Analysis of Transparency, Differential Pricing, and Disintermediation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 22(1), pages 73-90, August.
- Georges Dionne & Pierre-Carl Michaud & Maki Dahchour, 2004.
"Separating Moral Hazard from Adverse Selection in Automobile Insurance: Longitudinal Evidence from France,"
Cahiers de recherche
0420, CIRPEE.
- Dionne, G. & Michaud, P.C. & Dahchour, M., 2004. "Separating Moral Hazard from Adverse Selection in Automobile Insurance : Longitudinal Evidence from France," Other publications TiSEM 5839bf89-1c99-413b-94b3-6, Tilburg University, School of Economics and Management.
- Dionne, G. & Michaud, P.C. & Dahchour, M., 2004. "Separating Moral Hazard from Adverse Selection in Automobile Insurance : Longitudinal Evidence from France," Discussion Paper 2004-79, Tilburg University, Center for Economic Research.
- Dionne, Georges & Michaud, Pierre-Carl & Dahchour, Maki, 2004. "Separating moral hazard from adverse selection in automobile insurance: Longitudinal evidence from France," Working Papers 04-5, HEC Montreal, Canada Research Chair in Risk Management.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ema:worpap:2000-43. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Stefania Marcassa (email available below). General contact details of provider: https://edirc.repec.org/data/themafr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.