O INSPER E ESTE REPOSITÓRIO NÃO DETÊM OS DIREITOS DE USO E REPRODUÇÃO DOS CONTEÚDOS AQUI REGISTRADOS. É RESPONSABILIDADE DO USUÁRIO VERIFICAR OS USOS PERMITIDOS NA FONTE ORIGINAL, RESPEITANDO-SE OS DIREITOS DE AUTOR OU EDITORADRIANA BRUSCATO BORTOLUZZODANNY PIMENTEL CLAROCaetano, Marco Antonio LeonelRINALDO ARTES2023-07-132023-07-132009https://repositorio.insper.edu.br/handle/11224/5759This article aims at the estimation of insurance claims from an auto data set. Using a ZAIG method, we identify factors that influence claim size and probability, and compared the results with the analysis of a Tweedie method. Results show that ZAIG can accurately predict claim size and probability. Factors like territory, vehicles´ advanced age, origin and body influence distinctly claim size and probability. The distinct impact is not always present in Tweedie’s estimated model. Auto insurers should consider estimating risk premium using ZAIG method. The fitted models may be useful to develop a strategy for premium pricing.17 p.DigitalInglêsworking paperZAIG methodTweedie methodPremium pricingInsuranceBEWP 056/2009