Hostname: page-component-cd9895bd7-7cvxr Total loading time: 0 Render date: 2024-12-21T15:54:50.490Z Has data issue: false hasContentIssue false
  • English
  • Français

Tarification de l'Incendie des Risques Industriels Français par la Méthode de la Crédibilité

Published online by Cambridge University Press:  29 August 2014

Albert Cohen ,
Gilles Dupin  and
Charles Levi
Albert Cohen*
Affiliation:
Assemblée Plénière des Sociétés d'Assurances contre l'Incendie
Gilles Dupin*
Affiliation:
Groupe des Assurances Nationales
Charles Levi*
Affiliation:
Compagnie Transcontinentale de Réassurance
*
Assemblée Plénière des Sociétés d'Assurances contre l'Incendie, 11 rue Pillet-Will, 75009, Paris.
Groupe des Assurances Nationales (Département Outremer-Etranger), 2 rue Pillet-Will, 75009, Paris.
Compagnie Transcontientale de Réassurance, 15 rue Louis-le-Grand, 75002, Paris.
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

The industrial risks insurance market has shown a deficit for a few years, in France as well as in other European countries. In order to change that situation, insurers, with the help of their professional organizations, have begun to re-build their tariffs. Further, the progressive opening of the services European market has led these countries towards a standardization of their actuarial methods to estimate premiums. Among these methods, the credibility approach has already been adopted by Germany, Switzerland and partly by Belgium.

We have applied this method to statistical data from the French market. The estimation of the pure premium is based on the Bühlmann-Straub model with a measure of volume for every category (sums insured in our case). Loadings for fluctuation have been evaluated by the N.P. approximation of the distribution function of the loss ratio.

Beyond the simple use of the mathematical formulas, we have tried to measure the reaction of the model under different scenarii: risks typology with one, two or three levels, rough disturbance of the loss ratio of a category of risk, stability of the tariff over a long period of time, comparison of this tariff with the tariff built with the help of the existing French method based on a correction for large claims.

Type
Workshop
Information
ASTIN Bulletin: The Journal of the IAA , Volume 16 , Issue 2 , November 1986 , pp. 149 - 163
Copyright
Copyright © International Actuarial Association 1986

References

Bibliographie

Beard, R. E., Pentikainen, and Pesonen, E. (1984). Risk Theory. Chapman and Hall, London.CrossRefGoogle Scholar
Bichsel, F. (1982) The Mathematical Allocation of Claims Amounts for the Calculation of Swiss Motor Liability Premiums. Presented at the XVI Astin Colloquium in Liege, September 1982. Not published.Google Scholar
Bühlman, H. and Straub, E. (1970) Glaubwürdigkeit Für Schadensätze. Mitteilungen der Vereinigung Schweizerischer Versicherung Mathematiker 70, 111–133.Google Scholar
Dubey, A. and Gisler, A. (1981) On parameter estimators in Credibility. Mitteilungen der Vereinigung Schweizerischer Versicherung Mathematiker 81, 187–212.Google Scholar
Straub, J. (1984). Calculation of Premium Rates According to the New German Industrial Fire Tariff 82. Proceedings of the 4 countries Astin Symposium, Akersloot, Astin Groep Nederland.Google Scholar
Wenger, H. (1973) Eine Tariferungsmethode im Feuer-Industriegeschäft. Mitteilungen der Vereinigung Schweizerischer Versicherung Mathematiker 73, 95–111.Google Scholar