In insurance, a bonus-malus system is a system that adjusts the premium paid by a customer according to his individual claim history. In order to avoid the ruin of insurance companies in Mali, we conduct a study of the bonus-malus system in the case of the Malian automobile insurance sector. In particular, we give a pure premium optimization approach so that the insurance companies are financially stable.

bonus-malus, insurance premium, Markov Chain, Monte Carlo method.