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Title: Statistical risk-evaluation applied to (belgian) car insurance
Authors: Beirlant, Jan ×
Derveaux, V
De Meyer, Anna Maria
Goovaerts, Mj
Labie, E
Maenhoudt, B #
Issue Date: 1992
Publisher: Elsevier science bv
Series Title: Insurance mathematics & economics vol:10 issue:4 pages:289-302
Abstract: Before applying actuarial techniques to determine different subportfolios and adjusted insurance premiums for contracts that belong to a more or less heterogeneous portfolio, e.g. using credibility theory, it is worthwhile performing a statistical analysis on the relevant factors influencing the risk in the portfolio. Also the distributional behaviour of the Portfolio should be examined. In this paper such a programme is presented for car insurance data using logistic regression, correspondence analysis, and statistical techniques from survival analysis. The specific mechanisms governing large claims in such portfolios will also be described. This work is based on a representative sample from Belgian car insurance data from 1989.
URI: 
ISSN: 0167-6687
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
× corresponding author
# (joint) last author

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