Centro de Documentacion de Fundación MAPFRE - Multivariate modelling of household claim frequencies in motor third-party liability insurance

Notes: Sumario: The main discovery of this paper is the strength of the positive dependence between policyholders from the same household, showing that a claim from any member of the household will increase in average the estimated a posteriori expected claim frequency for all members of the household. Conversely, for claim-free households, this implies an even lower estimate of the a posteriori claim frequency than in a univariate model.Related records: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 969-994Materia / lugar / evento: Seguro de automóviles Reclamaciones Matemática del seguro Métodos estadísticos Cálculo actuarial Modelos actuariales Otros autores: Trufin, Julien
Denuit, Michel
Other categories: 322

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