par Hallin, Marc ;Ingenbleek, Jean-François
Référence Scandinavian Actuarial Journal, 83, page (49-64)
Publication Publié, 1983
Référence Scandinavian Actuarial Journal, 83, page (49-64)
Publication Publié, 1983
Article révisé par les pairs
Résumé : | In a recent paper (Hallin & Ingenbleek, 1981a), the selection procedure proposed in (Hallin, 1977) was applied to the study of the claim probability in the motor third party portfolio of an important Belgian company. The number of observations, however, did not allow for an investigation of the claim amount. The data we study here consist of the entire Swedish portfolio (more than two millions of policies). An adapted version of the selection procedure provides a good insight into the structure of the risk, hence into what the tariff structure should be. © 1983 Taylor & Francis Group, LLC. |