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보너스-말루스 시스템×손실 분포 모형×
분야보험계리학보험계리학
계열Regression modelRegression model
기원 연도19952012
창시자Jean LemaireKlugman, Panjer & Willmot
유형Actuarial experience-rating modelParametric probability model
원전Lemaire, J. (1995). Bonus-Malus Systems in Automobile Insurance. Kluwer Academic Publishers. ISBN: 978-0-7923-9545-5Klugman, S. A., Panjer, H. H., & Willmot, G. E. (2012). Loss Models: From Data to Decisions (4th ed.). Wiley. ISBN: 978-1-118-31532-3
별칭No-Claim Discount System, Merit Rating System, Experience Rating in Automobile Insurance, Prim-Ceza SistemiSeverity-Frequency Model, Aggregate Loss Model, Claim Size Distribution Model, Hasar Dağılımı Modeli
관련23
요약A Bonus-Malus System (BMS) is an actuarial experience-rating mechanism used primarily in automobile insurance to adjust individual policyholders' premiums based on their personal claim history. Policyholders who remain claim-free receive premium discounts (bonus), while those who file claims are penalised with surcharges (malus). The framework was comprehensively formalised and analysed by Jean Lemaire in his landmark 1995 monograph, which remains the definitive reference for the design and evaluation of such systems worldwide.A Loss Distribution Model is a parametric statistical framework used in actuarial science to characterise the probabilistic behaviour of insurance claim amounts and frequencies. Developed comprehensively by Klugman, Panjer, and Willmot in their foundational text Loss Models: From Data to Decisions (first edition 1998, fourth edition 2012), these models underpin premium rating, reserving, reinsurance pricing, and regulatory capital calculations across the insurance and risk-management industries.
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