| Autor: |
Marcin Detyniecki, Michel Denuit, Matteo Sammarco, Alexandre Corradin, Julien Trufin, Vincent Grari |
| Přispěvatelé: |
UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles |
| Jazyk: |
angličtina |
| Rok vydání: |
2022 |
| Předmět: |
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| Zdroj: |
Astin Bulletin : the journal of the International Actuarial Association, Vol. 52, no.1, p. 33-54 (2022) |
| Popis: |
Telematicsdevices installed in insured vehicles provide actuaries with new risk factors, such as the time of the day, average speeds, and other driving habits. This paper extends the multivariate mixed model describing the joint dynamics of telematics data and claim frequencies proposed by Denuit et al. (2019a) by allowing for signals with various formats, not necessarily integer-valued, and by replacing the estimation procedure with the Expected Conditional Maximization algorithm. A numerical study performed on a database related to Pay-How-You-Drive, or PHYD motor insurance illustrates the relevance of the proposed approach for practice. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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