Abstract
La théorie de la crédibilité est principalement utilisée dans le cadre de la tarification des contrats d’assurance accidents du travail ou responsabilité civile B2B. La présence de grands sinistres pose cependant un problème en pratique, causant une brusque augmentation de la prime lors de leur survenance et menant à une sous-estimation des facteurs de crédibilité. Cette note fournit un modèle technique objectivant cette analyse ainsi qu’une étude de cas sur un portefeuille d’assurance responsabilité civile B2B.
Sector: Insurance
Expertise: Pricing
Authors: Carole Bettonville,
Michel Denuit, Florent Dubus et
Julien Trufin
Publisher: Detralytics
Date: June 2021
Language: French
Pages: 21
Reference : Detra Note 2021-3
About the authors
Caroline Bettonville
Carole is a Freelance Expert at Detralytics. During her various missions, Carole has worked on various fields such as calibration of lapse rate and mortality models and a project as part of the IFRS 17 framework, aiming at identifying a Best Estimate allocation key based on some claims characteristics. Prior to joining Detralytics, Carole worked as an intern at Axa Belgium.
Michel Denuit
Michel is an Honorary Scientific Advisor at Detralytics, as well as a professor in actuarial science at the Université Catholique de Louvain. He has international experience as a visiting professor, and has promoted many projects in collaboration with the industry. At Detralytics, Michel coaches young talents, provides cutting-edge training, fosters innovation and oversees R&D projects.
Florent Dubus
Florent used to work at Detralytics as an actuarial consultant. He now works as an actuarial function & risk management analyst at Yuzzu.
Julien Trufin
Julien is a Scientific Advisor at Detralytics, as well as a professor in Actuarial Science at the department of mathematics of the Université Libre de Bruxelles. Julien has experience as a consultant and a strong academic background developed at prominent institutions, including Université Laval (Canada), UCL, and ULB (Belgium). At Detralytics, Julien coaches young talents, provide cutting-edge training, fosters innovation and oversees R&D projects.
