The Econometrics of Risk Classification in Insurance

C. Gourieroux

doi:10.1023/A:1008725710136

The Econometrics of Risk Classification in Insurance

C. Gourieroux

CREST and CEPREMAP

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	119-137
Nombre de pages	19
journal	GENEVA Papers on Risk and Insurance Theory
Volume	24
Numéro de publication	2
Les DOIs	https://doi.org/10.1023/A:1008725710136
état	Publié - 1 janv. 1999
Modification externe	Oui

Accès au document

10.1023/A:1008725710136

Contient cette citation

@article{5896c302db9e43c3afea7de7a4b20a0b,

title = "The Econometrics of Risk Classification in Insurance",

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.",

keywords = "Adverse selection, Bonus-malus, Moral hazard, Poisson-gamma model, Risk classification",

author = "C. Gourieroux",

year = "1999",

month = jan,

day = "1",

doi = "10.1023/A:1008725710136",

language = "English",

volume = "24",

pages = "119--137",

journal = "GENEVA Papers on Risk and Insurance Theory",

issn = "0926-4957",

number = "2",

}

TY - JOUR

T1 - The Econometrics of Risk Classification in Insurance

AU - Gourieroux, C.

PY - 1999/1/1

Y1 - 1999/1/1

N2 - 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.

AB - 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.

KW - Adverse selection

KW - Bonus-malus

KW - Moral hazard

KW - Poisson-gamma model

KW - Risk classification

U2 - 10.1023/A:1008725710136

DO - 10.1023/A:1008725710136

M3 - Article

AN - SCOPUS:0345759743

SN - 0926-4957

VL - 24

SP - 119

EP - 137

JO - GENEVA Papers on Risk and Insurance Theory

JF - GENEVA Papers on Risk and Insurance Theory

IS - 2

ER -

The Econometrics of Risk Classification in Insurance

Résumé

Accès au document

Empreinte digitale

Contient cette citation