Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/285073 
Title (translated): 
Indicadores económicos para las frecuencias de siniestralidad de automóviles
Year of Publication: 
2019
Citation: 
[Journal:] Estudios de Economía [ISSN:] 0718-5286 [Volume:] 46 [Issue:] 2 [Year:] 2019 [Pages:] 245-271
Publisher: 
Universidad de Chile, Departamento de Economía, Santiago de Chile
Abstract: 
This article examines the relationship between observed claim frequencies in the automobile insurance line and the evolution of selected economic magnitudes. From a variety of economic variables, we aim to identify the main factors affec - ting claim frequencies, while controlling for other legislative and demographic factors. Through a dynamic regression model, the analysis is conducted for three different categories of vehicles and for a variety of coverages. A comprehensive dataset from the main Spanish insurance companies is used to calibrate the model. The evidence might assist companies to improve ratemaking.
Subjects: 
Categories of vehicles
dynamic regression
external predictors
motor insurance
time series
JEL: 
C10
C53
E32
Creative Commons License: 
cc-by-nc-sa Logo
Document Type: 
Article

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