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
Corporate Authors: Wiley InterScience Online service
Group Author: Denuit, M. Michel
Published:
Literature type: eBook
Language: English
Subjects:
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9780470517420
Summary: 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.
Carrier Form: xxvii, 356 pages : illustrations ; 25 cm
Bibliography: Includes bibliographical references (pages 345-353) and index.
ISBN: 9780470517420
0470517425
9780470517413
0470517417
Index Number: HG9970
CLC: F845.063
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.