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Authors
Advisor(s)
Abstract(s)
No passado recente, o mercado segurador Português obteve perdas
financeiras significativas da exploração do seguro automóvel em frotas. A
consciencialização de gestores de frotas e a incorporação desta experiência
na subscrição, bem como o ajustamento de prémios com base na experiência
que podem contribuir para limitar tais perdas.
O seguro de frotas em Portugal tem muitas vezes uma estrutura semelhante
ao seguro individual, existindo apenas um ajustamento em função da
actividade da empresa, o que pode não ser suficiente. É, portanto,
importante criar modelos que possam incluir variáveis relativas à empresa.
É efectuada uma exposição teórica do modelo descrito por Denise Desjardins,
Georges Dionne e Jean Pinquet em 2000, bem como de outra considerada
relevante para o entendimento e aplicação do modelo.
Tendo por base factores relativos à empresa que utiliza a frota e aos veículos
é construída uma tarifa a priori recorrendo para tal a Modelos Lineares
Generalizados.
Utilizando a metodologia descrita por Desjardins et ai são calculados
coeficientes de bonus-malus tendo em conta o histórico de sinistralidade
observado.
A metodologia descrita é aplicada a um portfolio de frotas geridas em aluguer
operacional de veículos, são analisados os resultados obtidos tendo em conta
as suas particularidades.
In the recent past the Portuguese insurance companies experienced some financial losses from the motor insurance business to fleets. Nevertheless the progressively more conscious of fleet managers, together with the adjustment of underwriting practices to include the past experience and the adjustment of premiums based on the loss experience should contribute to limit the losses. The motor insurance for fleets in Portugal follows in most of the cases the same structure of the one to individuais, only an adjustment is done accordingly with the activity of the client. It is important to create models that can include other variables from the fleet / company. Is also provided a theoretical explanation of the methodology proposed by Denise Desjardins, Georges Dionne and Jean Pinquet in 2000 and as well of other theory considered relevant to the understanding of the proposed model. Based on firm specific effects and on vehicle specific effects is proposed an a priori tariff using Generalized Linear Models. Bonus-malus coefficients are calculated using the methodology proposed by Desjardins et ai and based on the observed claims history. The described methodology is applied to a portfolio managed by a fleet management company and the results are analysed taking into account its specificities.
In the recent past the Portuguese insurance companies experienced some financial losses from the motor insurance business to fleets. Nevertheless the progressively more conscious of fleet managers, together with the adjustment of underwriting practices to include the past experience and the adjustment of premiums based on the loss experience should contribute to limit the losses. The motor insurance for fleets in Portugal follows in most of the cases the same structure of the one to individuais, only an adjustment is done accordingly with the activity of the client. It is important to create models that can include other variables from the fleet / company. Is also provided a theoretical explanation of the methodology proposed by Denise Desjardins, Georges Dionne and Jean Pinquet in 2000 and as well of other theory considered relevant to the understanding of the proposed model. Based on firm specific effects and on vehicle specific effects is proposed an a priori tariff using Generalized Linear Models. Bonus-malus coefficients are calculated using the methodology proposed by Desjardins et ai and based on the observed claims history. The described methodology is applied to a portfolio managed by a fleet management company and the results are analysed taking into account its specificities.
Description
Mestrado em Ciências Actuariais
Keywords
Seguro automóvel Frotas Bonus-Malus Desjardins Modelos Lineares Generalizados Credibilidade Aluguer Operacional Motor insurance Fleets Generalised linear models Credibility Fleet management
Pedagogical Context
Citation
Sobral, Pedro (2008). “Sistema de Bonus-Malus para frotas”. Dissertação de Mestrado. Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestão
Publisher
Instituto Superior de Economia e Gestão