Systemy bonus-malus z wieloletnią historią szkodową
Multi-year bonus-malus systems

Summary/Abstract: The common practice in designing the tariff structure for motor insurance is using bonus-malus systems which are based on one year of claims history. The insurance companies operating in Poland in scope of automobile insurance have an ability to verify claims history of their clients in database held by Information Centre of Insurance Guar-antee Fund (OI UFG). This article is devoted to modelling claim counts for multi-year period using multivariate discrete distributions (Poisson, generalised Poisson and negative multinomial). Multivariate distributions considered in the paper are used to construct fair by transitions rules bonus-malus systems based on multi-year claims history. A numerical illustrations of theoretical considerations based on claims data from database held by OI UFG are presented in the paper.

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