caa a22 4500 386332568 CHVBK 20180307111720.0 cr unu---uuuuu 161130e198911 xx s 000 0 eng 10.2143/AST.19.2.2014909 doi S0515036100008497 pii (NATIONALLICENCE)cambridge-10.2143/AST.19.2.2014909 A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component [Elektronische Daten] The objective of this paper is to provide an extension of well-known models of tarification in automobile insurance. The analysis begins by introducing a regression component in the Poisson model in order to use all available information in the estimation of the distribution. In a second step, a random variable is included in the regression component of the Poisson model and a negative binomial model with a regression component is derived. We then present our main contribution by proposing a bonus-malus system which integrates a priori and a posteriori information on an individual basis. We show how net premium tables can be derived from the model. Examples of tables are presented. Copyright © International Actuarial Association 1989 Multivariate automobile insurance rating nationallicence Poisson model nationallicence negative binomial model nationallicence regression component nationallicence net premium tables nationallicence Bayes analysis nationallicence maximum likelihood method nationallicence Dionne Georges Université de Montréal, Canada Vanasse Charles Université de Montréal, Canada ASTIN Bulletin Cambridge University Press 19/2(1989-11), 199-212 0515-0361 19:2<199 1989 19 ASB https://doi.org/10.2143/AST.19.2.2014909 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2143/AST.19.2.2014909 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Dionne Georges Université de Montréal, Canada NATIONALLICENCE 700 1- Vanasse Charles Université de Montréal, Canada NATIONALLICENCE 773 0- ASTIN Bulletin Cambridge University Press 19/2(1989-11), 199-212 0515-0361 19:2<199 1989 19 ASB CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge