Tariff system for fleets of vehicles : a study on the porfolio of Fidelidade

Mestrado em Ciências ActuariaisConsiderámos 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

A estrutura de Poisson transversa em duais de álgebras de Lie

Dissertação de Mestrado em Matemática Aplicada apresentada à Faculdade de Ciências da Universidade do Port

Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade

In Portugal, insurance policies for fleets of vehicles are, in general, similar to policies for individual vehicles. Such is the case of the insurance company at hand. The experience rating system is practically the same as in individual motor insurance and is applied independently to each vehicle, thus having no effect on the premium paid by other vehicles in the fleet. This experience rating system is inefficient since it ignores the potential fleet-specific risks in the a posteriori tariff. We considered two credibility-based experience rating schemes proposed by Desjardins, Dionne and Pinquet in 2001. One is based on the claims numbers at fleet level and the other is based on the claims numbers at vehicle level. We applied both models in order to calculate experience rating coefficients for the vehicles in the portfolio of fleets of the insurer. We propose different estimators for the structure parameters of the model, which in our opinion handle better the heterogeneity of the time exposures of our data set. Keywords.info:eu-repo/semantics/publishedVersio