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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<namePart>Denuit, Michel</namePart>
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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>
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<topic>Seguro de automóviles</topic>
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<topic>Reclamaciones</topic>
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<topic>Matemática del seguro</topic>
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<topic>Métodos estadísticos</topic>
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<topic>Cálculo actuarial</topic>
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<topic>Modelos actuariales</topic>
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<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>
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<text>03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 969-994</text>
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