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

MAP20180031007

Multivariate modelling of household claim frequencies in motor third-party liability insurance / Florian Pechon, Julien Trufin and Michel Denuit

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

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. 969-994

1. Seguro de automóviles . 2. Reclamaciones . 3. Matemática del seguro . 4. Métodos estadísticos . 5. Cálculo actuarial . 6. Modelos actuariales . I. Trufin, Julien . II. Denuit, Michel . III. Título.