Economic indicators for automobile claim frequencies

Artikel

This article examines the relationship between observed claim frequencies in the automobile insurance line and the evolution of selected economic magnitudes. From a variety of economic variables, we aim to identify the main factors affec - ting claim frequencies, while controlling for other legislative and demographic factors. Through a dynamic regression model, the analysis is conducted for three different categories of vehicles and for a variety of coverages. A comprehensive dataset from the main Spanish insurance companies is used to calibrate the model. The evidence might assist companies to improve ratemaking.

Angaben zum Objekt

• Weitere Titel: Indicadores económicos para las frecuencias de siniestralidad de automóviles
• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Journal: Estudios de Economía ; ISSN: 0718-5286 ; Volume: 46 ; Year: 2019 ; Issue: 2 ; Pages: 245-271

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Econometric and Statistical Methods and Methodology: General ; Forecasting Models; Simulation Methods ; Business Fluctuations; Cycles
• Thema: Categories of vehicles ; dynamic regression ; external predictors ; motor insurance ; time series

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Boj, Eva ; Castañer, Anna ; Claramunt, Maria Mercè ; Costa, Teresa ; Roch, Oriol
• Ereignis: Veröffentlichung
• (wer): Universidad de Chile, Departamento de Economía
• (wo): Santiago de Chile
• (wann): 2019

Weitere Informationen

• Handle: http://hdl.handle.net/10419/285073
• Letzte Aktualisierung: 10.03.2025, 11:43 MEZ