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Bonus-Malus System in Iran: An Empirical Evaluation. |
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| | تاریخ ارسال: 1397/10/18 | |
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 Mahmoudvand, R.; Edalati, A.; and Shokoohi, F. (2013).
Bonus-Malus System in Iran: An Empirical Evaluation.Journal of Data Science, Vol. 11, No. 1, pp. 20-41.
Abstract: The aim of this paper is to represent the Bonus-Malus System (BMS) of Iran, which is a mandatory scheme based on Insurance act number 56. We examine the current Iranian BMS, using various criteria such as elasticity and time of convergence to steady state with respect to the claim frequency as well as financial balance. We also find the closed form of stationary distribution of the Iranian BMS that plays a key role in study of BMSs. Moreover, we compare the results with the German and Japan BMS. Finally we give some hints that can be used to improve the performance of the current Iranian BMS.
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Adjusting the Premium Relativities in a Bonus-Malus System: An Integrated Approach Using the First Claim Time and the Number of Claims. |
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| | تاریخ ارسال: 1397/10/18 | |
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Mahmoudvand, R.; Chong It, T., and Abbasi, N. (2017).
Adjusting the Premium Relativities in a Bonus-Malus System: An Integrated Approach Using the First Claim Time and the Number of Claims.
Asia-Pacific Journal of Risk and Insurance, Vol 11, No. 2.
Abstract: In this paper, we propose an integrated approach to adjust the premium relativities in a bonus-malus system by using the information of the first claim time (expressed in terms of sub-period in a year) and the number of claims reported by individual policyholder. We provide a formal representation for the newly proposed structure and derive the analytical expressions for the adjusted premium relativities. Other things being equal, a lower adjusted premium relativity is imposed for an earlier sub-period of the first claim made, whereas policyholders with more claims are subject to a higher adjusted premium relativity.
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اطلاعات تماس
نشانی پستی: تهران، اوین، دانشگاه شهید بهشتی، دانشکده علوم ریاضی، گروه آمار
صندوق پستی: 1983969411
تلفن: 22419430(021)
آدرس الکترونیکی: ir.actuary@gmail.com
کلیه حقوق این سایت متعلق به انجمن محاسبات بیمه و مالی ایران بوده و استفاده از مطالب آن با ذکر منبع بلامانع است.
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