Abstract
We apply Lemaire's algorithm and a non-parametric mixed Poisson fit to a motor insurance portfolio in order to find the true claim frequency and claim amount distributions. The algorithm we develop accounts for the fact that observed distributions are distorted by bonus hunger, when a bonus-malus system is used by the insurer.
Volume
30:2
Page
391-403
Year
2000
Categories
Actuarial Applications and Methodologies
Ratemaking
Classification Plans
Financial and Statistical Methods
Loss Distributions
Frequency
Financial and Statistical Methods
Loss Distributions
Severity
Business Areas
Automobile
Financial and Statistical Methods
Statistical Models and Methods
Publications
ASTIN Bulletin
