The Econometrics of Risk Classification in Insurance

  • C. Gourieroux

Research output: Contribution to journalArticlepeer-review

Abstract

We present in this article some questions related to risk classification. These are discussed depending on the information used - either data on conditional characteristics or also including data on claim histories or on endogenous insurance demand by the agents.

Original languageEnglish
Pages (from-to)119-137
Number of pages19
JournalGENEVA Papers on Risk and Insurance Theory
Volume24
Issue number2
DOIs
Publication statusPublished - 1 Jan 1999
Externally publishedYes

Keywords

  • Adverse selection
  • Bonus-malus
  • Moral hazard
  • Poisson-gamma model
  • Risk classification

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