Multivariate modelling of household claim frequencies in motor third-party liability insurance

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      <subfield code="c">Florian Pechon, Julien Trufin and Michel Denuit</subfield>
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      <subfield code="a">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.</subfield>
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      <subfield code="d">Belgium : ASTIN and AFIR Sections of the International Actuarial Association</subfield>
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      <subfield code="g">03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 969-994</subfield>
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