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Une étude économétrique du nombre d'accidents dans le secteur de l'assurance automobile

Author

Listed:
  • María Del Carmen Melgar
  • José Antonio Ordaz
  • Flor María Guerrero

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.

Suggested Citation

  • María Del Carmen Melgar & José Antonio Ordaz & Flor María Guerrero, 2006. "Une étude économétrique du nombre d'accidents dans le secteur de l'assurance automobile," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 49(2), pages 169-183.
    • Handle: RePEc:bxr:bxrceb:y:2006:v:49:i:2:p:169-183
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    References listed on IDEAS

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    More about this item

    Keywords

    accident; assurance automobile; modèles économétriques pour données de comptage; accident; automobile insurance; count data econometric models;
    All these keywords.

    JEL classification:

    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

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