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Generalized Bonus-Malus Systems with a Frequency and a Severity Component on an Individual Basis in Automobile Insurance*

  • Rahim Mahmoudvand (a1) and Hossein Hassani (a2)

Abstract

Frangos and Vrontos (2001) proposed an optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance. In this paper, we introduce a generalized form of those obtained previously.

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This research was in part supported by a grant (No. 8716) from Statistical Research and Training Center, Iran.

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References

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Dionne, G. and Vanasse, C. (1989) A generalization of actuarial automobile insurance rating models: the negative binomial distribution with a regression component, Astin Bulletin 19, 199212.
Dionne, G. and Vanasse, C. (1992) Automobile insurance ratemaking in the presence of asymmetrical information, Journal of Applied Econometrics 7, 149165.
Frangos, N.E. and Vrontos, S.D. (2001) Design of optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance, Astin Bulletin 33, 122.

Keywords

Generalized Bonus-Malus Systems with a Frequency and a Severity Component on an Individual Basis in Automobile Insurance*

  • Rahim Mahmoudvand (a1) and Hossein Hassani (a2)

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