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Etude économétrique du nombre d’accidents dans le secteur de l’assurance automobile

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Author Info
María Del Carmen Melgar () (University Pablo de Olavide)
José Antonio Ordaz () (University Pablo de Olavide)
Flor María Guerrero () (University Pablo de Olavide)
Abstract

The estimation of the number of accidents is one of the most important purposes in the research field of the auto insurance industry. Count data econometric models are usually employed in this process, in particular the traditional Poisson and the negative binomial specifications. Nevertheless, zero-inflated models could be more appropriated solutions. The main objective of this paper is to show the most significant factors in the accidents that are declared by the policyholders. We estimate its number using the data provided by a Spanish private insurance company throughout the different models we have previously pointed out, comparing the obtained results.

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Publisher Info
Article provided by Editions du DULBEA, Université libre de Bruxelles, Department of Applied Economics (DULBEA) in its journal Brussels Economic Journal/Cahiers Economiques de Bruxelles.

Volume (Year): 49 (2006)
Issue (Month): 2 ()
Pages: 169-183
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Handle: RePEc:bxr:bxrceb:y:2006:v:49:i:2:p:169-183

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Related research
Keywords: Accident Automobile insurance Count data econometric models

Find related papers by JEL classification:
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies

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This page was last updated on 2008-9-25.


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