Actuarial Modelling of Claim Counts Risk Classification, Credibility and Bonus-Malus Systems
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Sprache:Englisch
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Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
27.07.2007
Verlag
SybexSeitenzahl
384 (Printausgabe)
Dateigröße
4070 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780470517413
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.
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.
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