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Linear Credibility Predictors for the Pure Premium of an Insurance Contract

Author

Listed:
  • Pinquet, J.

Abstract

This paper aims at providing linear credibility predictors for the pure premium of insurance contracts, from a rating structure based on their individual characteristics. A two equation model with random effects and regression components is consistently estimated, jointly with the computation of linear credibility predictors. Empirical research are given, which are drawn from a French data base of automobile insurance contracts.

Suggested Citation

  • Pinquet, J., 1999. "Linear Credibility Predictors for the Pure Premium of an Insurance Contract," Papers 99-35, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
    • Handle: RePEc:fth:pnegmi:99-35
    as

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    More about this item

    Keywords

    INSURANCE ; CONTRACTS ; CREDIBILITY;
    All these keywords.

    JEL classification:

    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
    • L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation

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