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Développement d'un système expert de détection automatique de la fraude à l'assurance automobile

Author

Listed:
  • El Bachir, Belhadji

    (HEC Montreal, Canada Research Chair in Risk Management)

  • Dionne, Georges

    (HEC Montreal, Canada Research Chair in Risk Management)

Abstract

Le but de cette étude était de développer un outil d'aide à la décision permettant aux enquêteurs des compagnies d'assurance d'être mieux équipés pour combattre la fraude à l'assurance. Cet outil est basé sur l'utilisation de façon systématique des indicateurs de fraude. Dans une première étape, nous proposons une procédure afin d'isoler les indicateurs les plus significatifs pour prédire la probabilité qu'un dossier soit frauduleux. Dans une seconde étape, nous avons préparé un logiciel qui permet d'utiliser les résultats du modèle statistique afin de calculer les probabilités de fraude des dossiers, et de décider de l'opportunité d'effectuer ou non une enquête approfondie. Ce logiciel contient l'équation mathématique et les valeurs des paramètres calculés par le modèle Probit.

Suggested Citation

  • El Bachir, Belhadji & Dionne, Georges, 1997. "Développement d'un système expert de détection automatique de la fraude à l'assurance automobile," Working Papers 97-4, HEC Montreal, Canada Research Chair in Risk Management.
    • Handle: RePEc:ris:crcrmw:1997_004
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    References listed on IDEAS

    as
    1. Caron, L. & Dionne, G., 1996. "Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry," Ecole des Hautes Etudes Commerciales de Montreal- 96-02, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
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    More about this item

    Keywords

    Fraude à l’assurance; modèle de détection; indicateurs de fraude; logiciel pour calculer les probabilités de fraude; Probit;
    All these keywords.

    JEL classification:

    • D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

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