Estimating Total Claim Size in the Auto Insurance Industry: a Comparison between Tweedie and Zero-Adjusted Inverse Gaussian Distribution

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dc.contributor.authorADRIANA BRUSCATO BORTOLUZZO
dc.contributor.authorDANNY PIMENTEL CLARO
dc.contributor.authorCaetano, Marco Antonio Leonel
dc.contributor.authorRINALDO ARTES
dc.coverage.cidadeCuritibapt_BR
dc.coverage.paisBrasilpt_BR
dc.creatorCaetano, Marco Antonio Leonel
dc.date.accessioned2022-08-10T20:00:38Z
dc.date.available2022-08-10T20:00:38Z
dc.date.issued2011
dc.description.notesTexto Completopt_BR
dc.description.otherThe objective of this article is to estimate insurance claims from an auto dataset using the Tweedie and zero adjusted inverse Gaussian (ZAIG) methods. We identify factors that influence claim size and probability, and compare the results of these methods which both forecast outcomes accurately. Vehicle characteristics like territory, age, origin and type distinctly influence claim size and probability. This distinct impact is not always present in the Tweedie estimated model. Auto insurers should consider estimating total claim size using both the Tweedie and ZAIG methods. This allows for an estimation of confidence interval based on empirical quantiles using bootstrap simulation. Furthermore, the fitted models may be useful in developing a strategy to obtain premium pricing.pt_BR
dc.format.extentp. 37-47pt_BR
dc.format.mediumDigitalpt_BR
dc.identifier.doihttps://doi.org/10.1590/S1807-76922011000100004pt_BR
dc.identifier.issn18077692pt_BR
dc.identifier.issue1pt_BR
dc.identifier.urihttps://repositorio.insper.edu.br/handle/11224/3938
dc.identifier.volume8pt_BR
dc.language.isoInglêspt_BR
dc.publisherANPÁDpt_BR
dc.relation.ispartofBAR - Brazilian Administration Reviewpt_BR
dc.rights.licenseO INSPER E ESTE REPOSITÓRIO NÃO DETÊM OS DIREITOS DE USO E REPRODUÇÃO DOS CONTEÚDOS AQUI REGISTRADOS. É RESPONSABILIDADE DOS USUÁRIOS INDIVIDUAIS VERIFICAR OS USOS PERMITIDOS NA FONTE ORIGINAL, RESPEITANDO-SE OS DIREITOS DE AUTOR OU EDITORpt_BR
dc.subject.keywordsauto insurancept_BR
dc.subject.keywordsclaim sizept_BR
dc.subject.keywordsregressionpt_BR
dc.subject.keywordsTweediept_BR
dc.subject.keywordsZAIG matept_BR
dc.titleEstimating Total Claim Size in the Auto Insurance Industry: a Comparison between Tweedie and Zero-Adjusted Inverse Gaussian Distributionpt_BR
dc.typejournal article
dspace.entity.typePublication
local.identifier.sourceUrihttps://www.scielo.br/j/bar/a/ZstcYdfp8hw3qpdDJqrdQdG/?lang=en
local.subject.cnpqCiências Exatas e da Terrapt_BR
local.typeArtigo Científicopt_BR
relation.isAuthorOfPublicationccfd47d5-bd80-4464-98ce-629abb672e3d
relation.isAuthorOfPublication4d0421e0-4cc8-4fb3-846a-581a48c752f5
relation.isAuthorOfPublication8b791c94-f3e5-4e04-af26-594195a8f576
relation.isAuthorOfPublication.latestForDiscovery4d0421e0-4cc8-4fb3-846a-581a48c752f5
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