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Actuarial Modelling of Claim Counts - Risk Classification, Credibility and Bonus-Malus Systems (Electronic book text, 1st edition)
Actuarial Modelling of Claim Counts - Risk Classification, Credibility and Bonus-Malus Systems (Electronic book text, 1st...

Actuarial Modelling of Claim Counts - Risk Classification, Credibility and Bonus-Malus Systems (Electronic book text, 1st edition)

Michel Denuit, Xavier Marechal, Sandra Pitrebois, Jean-Francois Walhin

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There are a wide range of variables for actuaries to consider when calculating a motorist's insurance premium, such as age, gender and type of vehicle. Further to these factors, motorists' rates are subject to experience rating systems, including credibility mechanisms and Bonus Malus systems (BMSs).

"Actuarial Modelling of Claim Counts" presents a comprehensive treatment of the various experience rating systems and their relationships with risk classification. The authors summarize the most recent developments in the field, presenting ratemaking systems, whilst taking into account exogenous information.

The text: Offers the first self-contained, practical approach to a priori and a posteriori ratemaking in motor insurance. Discusses the issues of claim frequency and claim severity, multi-event systems, and the combinations of deductibles and BMSs. Introduces recent developments in actuarial science and exploits the generalised linear model and generalised linear mixed model to achieve risk classification. Presents credibility mechanisms as refinements of commercial BMSs. Provides practical applications with real data sets processed with SAS software.

"Actuarial Modelling of Claim Counts" is essential reading for students in actuarial science, as well as practicing and academic actuaries. It is also ideally suited for professionals involved in the insurance industry, applied mathematicians, quantitative economists, financial engineers and statisticians.

General

Imprint: Wiley-Interscience
Country of origin: United States
Release date: July 2007
First published: 2007
Authors: Michel Denuit • Xavier Marechal • Sandra Pitrebois • Jean-Francois Walhin
Format: Electronic book text
Pages: 384
Edition: 1st edition
ISBN-13: 978-0-470-51741-3
Categories: Books > Business & Economics > Finance & accounting
Books > Business & Economics > Finance & accounting > Finance
Books > Business & Economics > Finance & accounting > Finance > Insurance
Books > Business & Economics > Finance & accounting > Finance > Insurance > General
Books > Money & Finance > Insurance
Books > Money & Finance > Insurance > General
Books > Business & Economics > Promotions
LSN: 0-470-51741-7
Barcode: 9780470517413

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