Multivariate modelling of household claim frequencies in motor third-party liability insurance
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20180031007 | ||
| 003 | MAP | ||
| 005 | 20181108183136.0 | ||
| 008 | 181106e20180903esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a322 | ||
| 100 | $0MAPA20180014253$aPechon, Florian | ||
| 245 | 1 | 0 | $aMultivariate modelling of household claim frequencies in motor third-party liability insurance$cFlorian Pechon, Julien Trufin and Michel Denuit |
| 520 | $aThe 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. | ||
| 650 | 4 | $0MAPA20080603779$aSeguro de automóviles | |
| 650 | 4 | $0MAPA20080567118$aReclamaciones | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080597665$aMétodos estadísticos | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080592011$aModelos actuariales | |
| 700 | $0MAPA20090039032$aTrufin, Julien | ||
| 700 | 1 | $0MAPA20080096434$aDenuit, Michel | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 969-994 |