98101 driver oai:ddd.uab.cat:98101 hdl_2072_13171 oai:www.recercat.cat:2072/171085 eng 33 336 Guillén, Montserrat A logistic regression approach to estimating customer profit loss due to lapses in insurance Xarxa de Referència en Economia Aplicada (XREAP) 2011 40 p. This article focuses on business risk management in the insurance industry. A methodology for estimating the profit loss caused by each customer in the portfolio due to policy cancellation is proposed. Using data from a European insurance company, customer behaviour over time is analyzed in order to estimate the probability of policy cancelation and the resulting potential profit loss due to cancellation. Customers may have up to two different lines of business contracts: motor insurance and other diverse insurance (such as, home contents, life or accident insurance). Implications for understanding customer cancellation behaviour as the core of business risk management are outlined. Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i la xarxa i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús http://creativecommons.org/licenses/by-nc-nd/2.5/es/ Insurance Risk management Regression analysis Assegurances Gestió del risc Anàlisi de regressió info:eu-repo/semantics/workingPaper Pérez Marín, Ana María Alcañiz, Manuela Xarxa de Referència en Economia Aplicada (XREAP) XREAP ; 2011-13 39 187827 http://ddd.uab.cat/pub/estudis/2011/hdl_2072_171085/XREAP2011-13.pdf Adreça alternativa http://hdl.handle.net/2072/171085 ESTUDIS UAB file 0 MD5 9c914619ca5b4f622941623b0ebcd45b 187827 PDF 1.6 filepath pub/estudis/2011/hdl_2072_171085/XREAP2011-13.pdf disk