Zusammenfassung
Diese Arbeit konzentriert sich auf die Konstruktion von Bonus-Malus-Systemen in der Kfz-Haftpflichtversicherung. Insbesondere wird eine praktische Methode vorgestellt, urn optimale Bonus-Malus-Tarife mit vemünftigen Buβen zu konstruieren, welche kommerziell implementiert werden konnen. Dazu wird die Symmetric zwische Uber-und Unterbelastung, die sich in der üblichen quadratischen Verlustfunktion ausdrückt, durch die Einführung parametrischer asymmetrischer Verlustfunktionen vom Exponentialtyp aufgebrochen. Das resultierende System besitzt die erwiinschte finanzielle Stabilitätseigenschaft.
Summary
This paper focuses on techniques for constructing Bonus-Malus systems in third party liability automobile insurance. Specifically, the article presents a practical method for constructing optimal Bonus-Malus scales with reasonable penalties that can be commercially implemented. For this purpose, the symmetry between the overcharges and the undercharges reflected in the usual quadratic loss function is broken through the introduction of parametric asymmetric loss functions of exponential type. The resulting system possesses the desirable financial stability property.
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Denuit, M., Dhaene, J. Bonus-Malus scales using exponential loss functions. Blätter DGVFM 25, 13–27 (2001). https://doi.org/10.1007/BF02857113
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DOI: https://doi.org/10.1007/BF02857113