Michel Denuit - Institut de Statistique, Universite Catholique de
Louvain, Belgium
Xavier Marechal - Reacfin, Spin-off of the Universite Catholique
de Louvain, Belgium
Sandra Pitrebois - Secura, Belgium
Jean-Francois Walhin - Fortis, Belgium
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
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