2026-04-14T07:35:15Zhttps://recercat.cat/oai/request

oai:recercat.cat:2445/2190582025-12-05T05:49:33Zcom_2072_1057col_2072_478808col_2072_478917

Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score Yanez, Juan Sebastian Guillén, Montserrat Nielsen, Jens Perch Assegurances d'automòbils Avaluació del risc Telemàtica Automobile insurance Risk assessment Telematics We present a dynamic pay-how-you-drive pricing scheme for motor insurance using telematics signals. More specifically, our approach allows the insurer to apply penalties to a baseline premium on the occurrence of events such as hard acceleration or braking. In addition, we incorporate a bonus-malus system (BMS) adapted for telematics data, providing a credibility component based on past telematics signals to the claim frequency predictions. We purposefully consider a weekly setting for our ratemaking approach to benefit from the signal’s high-frequency rate and to encourage safe driving via dynamic premium corrections. Moreover, we provide a detailed structure that allows our model to benefit from historical records and detailed telematics data collected weekly through an onboard device. We showcase our results numerically in a case study using data from an insurance company. 2025-02-20T17:58:05Z 2025-02-20T17:58:05Z 2025-01 2025-02-20T17:58:05Z info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion 0515-0361 https://hdl.handle.net/2445/219058 756388 eng Reproducció del document publicat a: https://doi.org/10.1017/asb.2024.30 ASTIN Bulletin, 2025, vol. 55, num.1, p. 1-28 https://doi.org/10.1017/asb.2024.30 (c) International Actuarial Association, 2025 info:eu-repo/semantics/openAccess 28 p. application/pdf Cambridge University Press (CUP) Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)