Results overview: Found 5 records in 0.02 seconds.
Research literature, 5 records found
Research literature 5 records found  
1.
31 p, 471.9 KB Improving automobile insurance ratemaking using telematics : incorporating mileage and driver behaviour data / Ayuso, Mercedes ; Guillén, Montserrat ; Nielsen, Jens Perch ; Xarxa de Referència en Economia Aplicada (XREAP)
We show how data collected from a GPS device can be incorporated in motor insurance ratemaking. The calculation of premium rates based upon driver behaviour represents an opportunity for the insurance sector. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2016 (XREAP ; 2016-08)  
2.
34 p, 450.0 KB Mixture of bivariate Poisson regression models with an application to insurance / Bermúdez, Lluís (Universitat de Barcelona. Departament de Matemàtica Financera i Actuarial) ; Karlis, Dimitris (Athens University of Economics and Business) ; Xarxa de Referència en Economia Aplicada (XREAP)
In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2011 (XREAP ; 2011-10)  
3.
27 p, 154.8 KB Loss risk through fraud in car insurance / Ayuso, Mercedes (Universitat de Barcelona) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
Our objective is to analyse fraud as an operational risk for the insurance company. We study the effect of a fraud detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2011 (XREAP ; 2011-08)  
4.
48 p, 377.5 KB Estimation of parametric and nonparametric models for univariate claim severity distributions : an approach using R / Pitt, David (Macquarie University (Sidney, Austràlia). Department of Applied Finance and Actuarial Studies) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
This paper presents an analysis of motor vehicle insurance claims relating to vehicle damage and to associated medical expenses. We use univariate severity distributions estimated with parametric and non-parametric methods. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2011 (XREAP ; 2011-06)  
5.
40 p, 291.1 KB Modelling dependence in a ratemaking procedure with multivariate Poisson regression models / Bermúdez, Lluís (Universitat de Barcelona. Departament de Matemàtica Financera i Actuarial) ; Karlis, Dimitris (Athens University of Economics and Business) ; Xarxa de Referència en Economia Aplicada (XREAP)
When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2010 (XREAP ; 2010-4)  

Interested in being notified about new results for this query?
Set up a personal email alert or subscribe to the RSS feed.