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Authors
Advisor(s)
Abstract(s)
Considerámos os modelos de credibilidade para número de sinistros propostos por Desjardins, Dionne e Pinquet em 2001 e aplicámos esses modelos ao portfolio de frotas de veículos da seguradora Fidelidade. Obtivemos coeficientes de bonus-malus para os veículos baseados na sua sinistralidade.
A motivação para este trabalho foi a intenção da seguradora de substituir o actual sistema de tarifação "a posteriori" por um novo sistema, que tivesse em conta os riscos específicos de cada frota. Por outras palavras, em vez de aplicar um sistema de bonus-malus a cada veículo independentemente, a seguradora pretende desenvolver um sistema no qual o histórico de sinistralidade de qualquer veículo afecta também o resto da sua frota, em termos de prémio.
We considered credibility models for claim counts proposed by Desjardins, Dionne and Pinquet in 2001 and applied those models to the portfolio of fleets of vehicles insured by Fidelidade. As an output, we obtained experience rating coefficients for the vehicles based on their observed claims history. This work was motivated by the intention of the insurer to substitute the current experience rating system by a new one, which took into account the fleet-specific risks. In other words, instead of applying a bonus-malus system independently to each vehicle, the insurer wants to develop a system under which the claims history of any vehicle would affect the premium relative to the other vehicles in the fleet.
We considered credibility models for claim counts proposed by Desjardins, Dionne and Pinquet in 2001 and applied those models to the portfolio of fleets of vehicles insured by Fidelidade. As an output, we obtained experience rating coefficients for the vehicles based on their observed claims history. This work was motivated by the intention of the insurer to substitute the current experience rating system by a new one, which took into account the fleet-specific risks. In other words, instead of applying a bonus-malus system independently to each vehicle, the insurer wants to develop a system under which the claims history of any vehicle would affect the premium relative to the other vehicles in the fleet.
Description
Mestrado em Ciências Actuariais
Keywords
Seguro automóvel frotas bonus-malus credibilidade Motor insurance fleets experience rating bonus-malus credibility
Pedagogical Context
Citation
Fardilha, Tiago Marques (2015). "Tariff system for fleets of vehicles : a study on the porfolio of Fidelidade". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão.
Publisher
Instituto Superior de Economia e Gestão