The UvA-LINKER will give you a range of other options to find the full text of a publication (including a direct link to the full-text if it is located on another database on the internet).
De UvA-LINKER biedt mogelijkheden om een publicatie elders te vinden (inclusief een directe link naar de publicatie online als deze beschikbaar is in een database op het internet).


Zoekopdracht: faculteit: "FEB" en publicatiejaar: "2010"

AuteursK. Antonio, E.W. Frees, E.A. Valdez
TitelA multilevel analysis of intercompany claim counts
TijdschriftASTIN Bulletin
FaculteitFaculteit Economie en Bedrijfskunde
Instituut/afd.FEB: Amsterdam School of Economics Research Institute (ASE-RI)
SamenvattingIt is common for professional associations and regulators to combine the claims experience of several insurers into a database known as an 'intercompany' experience data set. In this paper, we analyze data on claim counts provided by the General Insurance Association of Singapore, an organization consisting of most of the general insurers in Singapore. Our data comes from the financial records of automobile insurance policies followed over a period of nine years. Because the source contains a pooled experience of several insurers, we are able to study company effects on claim behavior, an area that has not been systematically addressed in either the insurance or the actuarial literatures. We analyze this intercompany experience using multilevel models. The multilevel nature of the data is due to: a vehicle is observed over a period of years and is insured by an insurance company under a 'fleet' policy. Fleet policies are umbrella-type policies issued to customers whose insurance covers more than a single vehicle. We investigate vehicle, fleet and company effects using various count distribution models (Poisson, negative binomial, zero-inflated and hurdle Poisson). The performance of these various models is compared; we demonstrate how our model can be used to update a priori premiums to a posteriori premiums, a common practice of experience-rated premium calculations. Through this formal model structure, we provide insights into effects that company-specific practice has on claims experience, even after controlling for vehicle and fleet effects.
Soort documentArtikel
Document finderUvA-Linker