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Selection bias and auditing policies for insurance claims

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Section: Articles
Title: Selection bias and auditing policies for insurance claims / Jean Pinquet, Mercedes Ayuso, Montserrat GuillénAuthor: Pinquet, Jean
Notes: This article presents a statistical approach that counteracts selection bias without using a random auditing strategy. A two-equation model for audit and fraud (a bivariate probit model with censoring) was estimated on a sample of suspicious claims for the experts was left free to take the audit decision. The expected overestimation of fraud risk derived from a single-equation model was corrected. Results were rather close to those obtained with a random auditing strategy, at the expense of some instability with respect to the regression components set. Related records: En: The Journal of risk and insurance. - Orlando. - Vol. 74, nº 2, 2007 ; p. 425-440Materia / lugar / evento: Reclamaciones Fraude en el seguro Seguro de automóviles Modelos matemáticos Matemática del seguro Otros autores: Ayuso Gutiérrez, Mercedes
Guillén Estany, Montserrat
Secondary titles: Título: The Journal of risk and insurance
Other categories: 6