Aplicación del análisis discriminante al estudio de la siniestralidad en el ramo del seguro de automóviles.

  1. Melgar Hiraldo, Mª Carmen
  2. Ordaz Sanz, José Antonio
Journal:
Anales de ASEPUMA

ISSN: 2171-892X

Year of publication: 2013

Issue: 21

Type: Article

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Abstract

Knowing the policy-holders� characteristics that are more related to the occurrence of accidents could be a matter of great interest for the insurance industry. This issue can be approached from different points of view depending on the purpose of the research: to determine the variables that influence, and how they do in the likelihood of accidents, the number of incurred claims, or the probability to belong to the group of clients with accidents or with not, for example. So, there are many statistical and econometric techniques that could be used for this task: discrete choice models like logit or probit, count data models, or multivariate analysis techniques, among others. In this paper we will focus more closely on the latter approach by applying discriminant analysis to the data provided by a multinational insurance company that works in the Spanish market for auto insurance. The aim is thus to determine the characteristics of the insured that most contribute to the occurrence of accidents and the way that they do in that sector.

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