joint modeling of claim frequencies and behavioral signals in motor insurance
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20220002776 | ||
| 003 | MAP | ||
| 005 | 20220128101919.0 | ||
| 008 | 220128e20220103esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
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| 245 | 0 | 0 | $ajoint modeling of claim frequencies and behavioral signals in motor insurance$cAlexandre Corradin...[et.al.] |
| 520 | $aTelematicsdevices installed in insured vehicles provide actuaries with new risk factors, such as the time of the day, average speeds, and other driving habits. This paper extends the multivariate mixed model describing the joint dynamics of telematics data and claim frequencies proposed by Denuit et al. (2019a) by allowing for signals with various formats, not necessarily integer-valued, and by replacing the estimation procedure with the Expected Conditional Maximization algorithm. A numerical study performed on a database related to Pay-How-You-Drive, or PHYD motor insurance illustrates the relevance of the proposed approach for practice. | ||
| 650 | 4 | $0MAPA20080603779$aSeguro de automóviles | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 773 | 0 | $wMAP20077000420$g03/01/2022 Volumen 52 Número 1 - enero 2022 , p. 33-54$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |