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Modélisation et estimation des effets individuels et d’entreprise avec des données de panel : une application aux flottes de véhicules

Author

Listed:
  • Angers, Jean-François

    (Université de Montréal)

  • Desjardins, Denise

    (HEC Montreal, Canada Research Chair in Risk Management)

  • Dionne, Georges

    (HEC Montreal, Canada Research Chair in Risk Management)

  • Guertin, François

    (Université de Montréal)

Abstract

In this article, we propose a detailed analysis of the modeling and estimation of accident distributions of vehicles belonging to a fleet. This analysis uses panel data to account simultaneously for individual as well as fleet effects. The distribution of accidents can be affected by both observable and non-observable factors. Non-observable factors are modeled as random effects.

Suggested Citation

  • Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2005. "Modélisation et estimation des effets individuels et d’entreprise avec des données de panel : une application aux flottes de véhicules," Working Papers 05-7, HEC Montreal, Canada Research Chair in Risk Management.
    • Handle: RePEc:ris:crcrmw:2005_007
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    More about this item

    Keywords

    Insurance for fleet of vehicles; individual effect; fleet effect; panel data; econometric modeling; estimation;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

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