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.

Object Details

• Alternative title: Indicadores económicos para las frecuencias de siniestralidad de automóviles
• Language: Englisch

References and Relationships

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

Classification and Topics

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

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Boj, Eva ; Castañer, Anna ; Claramunt, Maria Mercè ; Costa, Teresa ; Roch, Oriol
• Event: Veröffentlichung
• (who): Universidad de Chile, Departamento de Economía
• (where): Santiago de Chile
• (when): 2019

Further information

• Handle: http://hdl.handle.net/10419/285073
• Last update: 10.03.2025, 11:43 AM CET