| Revista: | BAR - Brazilian Administration Review |
| Base de datos: | CLASE |
| Número de sistema: | 000335185 |
| ISSN: | 1807-7692 |
| Autores: | Bortoluzzo, Adriana Bruscato1 Claro, Danny Pimentel1 Caetano, Marco Antonio Leonel1 Artes, Rinaldo1 |
| Instituciones: | 1Instituto Brasileiro de Mercado de Capitais, Sao Paulo. Brasil |
| Año: | 2011 |
| Periodo: | Ene-Mar |
| Volumen: | 8 |
| Número: | 1 |
| Paginación: | 37-47 |
| País: | Brasil |
| Idioma: | Inglés |
| Tipo de documento: | Artículo |
| Enfoque: | Analítico, descriptivo |
| Resumen en inglés | The objective of this article is to estimate insurance claims from an auto dataset using the Tweedie and zeroadjusted inverse Gaussian (ZAIG) methods. We identify factors that influence claim size and probability, and compare the results of these methods which both forecast outcomes accurately. Vehicle characteristics like territory, age, origin and type distinctly influence claim size and probability. This distinct impact is not always present in the Tweedie estimated model. Auto insurers should consider estimating total claim size using both the Tweedie and ZAIG methods. This allows for an estimation of confidence interval based on empirical quantiles using bootstrap simulation. Furthermore, the fitted models may be useful in developing a strategy to obtain premium pricing |
| Disciplinas: | Economía, Matemáticas |
| Palabras clave: | Empresas, Matemáticas aplicadas, Seguros de automóviles, Reclamaciones de seguros, Modelos de regresión |
| Texto completo: | Texto completo (Ver PDF) |
