We study a continuous-time optimal investment, consumption, and insurance problem in which insurance premiums depend on the policyholder's past claim experience. Claim history is captured by a claim habit process that increases after reported claims and decreases after claim-free periods, thereby, incorporating experience-rated pricing into the study of optimal insurance. Insurance decisions are made at discrete times, while investment and consumption are chosen continuously, leading to a mixed continuous-discrete control problem. We develop a backward recursive method, combined with dynamic programming, to solve the problem and obtain optimal strategies in semiclosed form under exponential utility and exponentially distributed loss severity. The optimal deductible is increasing in the claim habit and generally decreases over time, showing that experience rating reduces insurance demand.