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Title: Economic indicators for automobile claim frequencies
Author: Boj del Val, Eva
Castañer, Anna
Claramunt Bielsa, M. Mercè
Costa Cor, Teresa
Roch, Oriol
Keywords: Indicadors econòmics
Avaluació del risc
Assegurances d'automòbils
Anàlisi de regressió
Anàlisi de sèries temporals
Economic indicators
Risk assessment
Automobile insurance
Regression analysis
Time-series analysis
Issue Date: 26-Nov-2019
Publisher: Universidad de Chile
Abstract: 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 affecting 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.
Note: Reproducció del document publicat a:
It is part of: Estudios de Economia, 2019, vol. 46, num. 2, p. 245-271
ISSN: 0304-2758
Appears in Collections:Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

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