Dokument: Pricing German health insurance products with only few insured persons

Titel:	Pricing German health insurance products with only few insured persons
URL für Lesezeichen:	https://docserv.uni-duesseldorf.de/servlets/DocumentServlet?id=71925
URN (NBN):	urn:nbn:de:hbz:061-20260116-125439-1
Kollektion:	Publikationen
Sprache:	Englisch
Dokumententyp:	Wissenschaftliche Texte » Artikel, Aufsatz
Medientyp:	Text
Autor:	Piontkowski, Jens [Autor]
Dateien:	[Dateien anzeigen] Adobe PDF [Details] 1,36 MB in einer Datei [ZIP-Datei erzeugen] Dateien vom 16.01.2026 / geändert 16.01.2026
Stichwörter:	Pricing , Short term forecasting , Premium adjustment , German health insurance , Bayesian model
Beschreibung:	If a health insurance product has only few insured, its claims experience becomes very volatile and is therefore not reliable enough as the only source for repricing the product. Traditionally, a similar product with many insured is used as a reference. However, legislative changes and market forces have led to a fragmentation of products. As a result, such a reference product with many insured is often no longer available. Here we propose a statistical model that combines the data of several products with few insured to derive a common relative claim inflation as well as the expected claims of these products in the future, thus enabling stable pricing for these products. The model was designed so that the usual premium adjustment process is changed as little as possible, making it easy to use in practice.
Rechtliche Vermerke:	Originalveröffentlichung: Piontkowski, J. (2025). Pricing German health insurance products with only few insured persons. European Actuarial Journal, 15(3), 831–857. https://doi.org/10.1007/s13385-025-00427-6
Lizenz:	Dieses Werk ist lizenziert unter einer Creative Commons Namensnennung 4.0 International Lizenz
Fachbereich / Einrichtung:	Mathematisch- Naturwissenschaftliche Fakultät
Dokument erstellt am:	16.01.2026
Dateien geändert am:	16.01.2026