Economic indicators for automobile claim frequencies

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 l...

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Autores principales:	Boj,Eva, Castañer,Anna, Claramunt,M. Merce, Costa,Teresa, Roch,Oriol
Lenguaje:	English
Publicado:	Universidad de Chile. Departamento de Economía 2019
Materias:	Categories of vehicles dynamic regression external predictors motor insurance time series
Acceso en línea:	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862019000200245
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spelling	oai:scielo:S0718-528620190002002452020-01-07Economic indicators for automobile claim frequenciesBoj,EvaCastañer,AnnaClaramunt,M. MerceCosta,TeresaRoch,Oriol Categories of vehicles dynamic regression external predictors motor insurance time series 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.info:eu-repo/semantics/openAccessUniversidad de Chile. Departamento de EconomíaEstudios de economía v.46 n.2 20192019-12-01text/htmlhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862019000200245en10.4067/S0718-52862019000200245
institution	Scielo Chile
collection	Scielo Chile
language	English
topic	Categories of vehicles dynamic regression external predictors motor insurance time series
spellingShingle	Categories of vehicles dynamic regression external predictors motor insurance time series Boj,Eva Castañer,Anna Claramunt,M. Merce Costa,Teresa Roch,Oriol Economic indicators for automobile claim frequencies
description	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.
author	Boj,Eva Castañer,Anna Claramunt,M. Merce Costa,Teresa Roch,Oriol
author_facet	Boj,Eva Castañer,Anna Claramunt,M. Merce Costa,Teresa Roch,Oriol
author_sort	Boj,Eva
title	Economic indicators for automobile claim frequencies
title_short	Economic indicators for automobile claim frequencies
title_full	Economic indicators for automobile claim frequencies
title_fullStr	Economic indicators for automobile claim frequencies
title_full_unstemmed	Economic indicators for automobile claim frequencies
title_sort	economic indicators for automobile claim frequencies
publisher	Universidad de Chile. Departamento de Economía
publishDate	2019
url	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862019000200245
work_keys_str_mv	AT bojeva economicindicatorsforautomobileclaimfrequencies AT castaneranna economicindicatorsforautomobileclaimfrequencies AT claramuntmmerce economicindicatorsforautomobileclaimfrequencies AT costateresa economicindicatorsforautomobileclaimfrequencies AT rochoriol economicindicatorsforautomobileclaimfrequencies
_version_	1714205054394695680

Economic indicators for automobile claim frequencies

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