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Title:	Economic indicators for automobile claim frequencies
Author:	Boj del Val, Eva; Castañer, Anna; Claramunt Bielsa, M. Mercè; Costa Cor, Teresa; Roch, Oriol
Other authors:	Universitat de Barcelona
Abstract:	This article examines the relationship between observed claim frequencies in the automobile insurance line and the evolution of selected economic magnitudes. From a variety of economic variables, we aim to identify the main factors affecting claim frequencies, while controlling for other legislative and demographic factors. Through a dynamic regression model, the analysis is conducted for three different categories of vehicles and for a variety of coverages. A comprehensive dataset from the main Spanish insurance companies is used to calibrate the model. The evidence might assist companies to improve ratemaking.
Subject(s):	-Indicadors econòmics -Avaluació del risc -Assegurances d'automòbils -Anàlisi de regressió -Anàlisi de sèries temporals -Economic indicators -Risk assessment -Automobile insurance -Regression analysis -Time-series analysis
Rights:	(c) Universidad de Chile, 2019
Document type:	Article Article - Published version
Published by:	Universidad de Chile
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