Centro de Documentacion de Fundación MAPFRE - Selection bias and auditing policies for insurance claims

MAP20071509069

Selection bias and auditing policies for insurance claims / Jean Pinquet, Mercedes Ayuso, Montserrat Guillén

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.

En: The Journal of risk and insurance. - Orlando. - Vol. 74, nº 2, 2007 ; p. 425-440

1. Reclamaciones . 2. Fraude en el seguro . 3. Seguro de automóviles . 4. Modelos matemáticos . 5. Matemática del seguro . I. Ayuso Gutiérrez, Mercedes . II. Guillén Estany, Montserrat . III. Título. IV. Título: The Journal of risk and insurance.