Actuarial Modelling of Claim Counts
risk classification, credibility and bonus-malus systems
$321.77
- Hardcover
384 pages
- Release Date
1 September 2007
Summary
Mastering Claim Counts: An Actuarial Guide
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 rel…
Book Details
| ISBN-13: | 9780470026779 |
|---|---|
| ISBN-10: | 0470026774 |
| Author: | Michel Denuit, Xavier Marechal, Sandra Pitrebois, Jean-Francois Walhin |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | Wiley-Interscience |
| Format: | Hardcover |
| Number of Pages: | 384 |
| Edition: | 1st |
| Release Date: | 1 September 2007 |
| Weight: | 857g |
| Dimensions: | 252mm x 178mm x 28mm |
What They're Saying
Critics Review
“An excellent text on experience rating that picks up the actuarial reader at almost every level. The authors have found an excellent balance between theory and practice.” (Journal of the American Statistical Association, June 2009)
About The Author
Michel Denuit
Michel Denuit – Professor, Institute of Actuarial Science, UCL, Belgium.
Michel Denuit is Professor of Statistics and Actuarial Science at the Université Catholique de Louvain, Belgium. His major fields of research are risk theory and stochastic inequalities. He has (co-)authored numerous articles that have appeared in applied and theoretical journals and served as member of the editorial board for several journals (including Insurance: Mathematics and Economics). He is a section editor on Wiley’s Encyclopedia of Actuarial Science, and is the author of two previous books, one of them with Wiley.
Xavier Maréchal – Université Catholique de Louvain, Belgium & CEO of Reacfin, Belgium.
Sandra Pitrebois – Université Catholique de Louvain, Belgium & Secura Belgian Re, Brussels.
Jean-François Walhin – Université Catholique de Louvain, Belgium & Secura Belgian Re, Brussels
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