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

Recurso electrónico / Electronic resource
MARC record
Tag12Value
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001  MAP20180031007
003  MAP
005  20181108183136.0
008  181106e20180903esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎322
100  ‎$0‎MAPA20180014253‎$a‎Pechon, Florian
24510‎$a‎Multivariate modelling of household claim frequencies in motor third-party liability insurance‎$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
7001 ‎$0‎MAPA20080096434‎$a‎Denuit, Michel
7730 ‎$w‎MAP20077000420‎$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