 previous article in this issue | next article in this issue  |
|
Document Details : Title: Setting a Bonus-Malus Scale in the Presence of Other Rating Factors Subtitle: Taylor's Work Revisited Author(s): PITREBOIS, Sandra , DENUIT, Michel , WAHLIN, Jean-François Journal: ASTIN Bulletin Volume: 33 Issue: 2 Date: November 2003 Pages: 419-436 DOI: 10.2143/AST.33.2.503701 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. |
