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

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<title>Multivariate modelling of household claim frequencies in motor third-party liability insurance</title>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080096434">
<namePart>Denuit, Michel</namePart>
<nameIdentifier>MAPA20080096434</nameIdentifier>
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<dateIssued encoding="marc">2018</dateIssued>
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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Florian Pechon, Julien Trufin and Michel Denuit</note>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080603779">
<topic>Seguro de automóviles</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080567118">
<topic>Reclamaciones</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
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<topic>Métodos estadísticos</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579258">
<topic>Cálculo actuarial</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080592011">
<topic>Modelos actuariales</topic>
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<classification authority="">322</classification>
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<titleInfo>
<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
<identifier type="local">MAP20077000420</identifier>
<part>
<text>03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 969-994</text>
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