Setting a bonus-malus scale in the presence of other rating factors: Taylor's work revisited
(2003) Astin Bulletin : the journal of the International Actuarial Association — Vol. 33, p. 419-436 (2003)
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- Abstract
- In this paper, we propose an analytic analogue to the simulation procedure described in Taylor (1997). We apply the formulas to a Belgian data set and discuss the interaction between a priori and a posteriori ratemakings.
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Pitrebois, S., Walhin, J.-F., & Denuit, M. (2003). Setting a bonus-malus scale in the presence of other rating factors: Taylor’s work revisited. Astin Bulletin : the journal of the International Actuarial Association, 33, 419-436. https://doi.org/10.2143/AST.33.2.503701 (Original work published 2003)