Forecasting claims in motor vehicle insurance

S.J. Berridge

Forecasting claims in motor vehicle insurance

S.J. Berridge

Tilburg University

Research output: Thesis › Doctoral Thesis

Abstract

The forecasting of claims is central to the successful operation of an insurance company. Based on six years of claim and policy data for full cover car insurance from a major New Zealand insurance company, we set premiums for rating categories using a simple credibility method, a modified credibility method, exponential smoothing and linear regression, then compare these predictions with the actual outcomes.

Original language	English
Qualification	Doctor of Philosophy
Place of Publication	Wellington
Publisher	Victoria University of Wellington, Institute of Statistics and Operations Research
Publication status	Published - 1998

Cite this

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title = "Forecasting claims in motor vehicle insurance",

abstract = "The forecasting of claims is central to the successful operation of an insurance company. Based on six years of claim and policy data for full cover car insurance from a major New Zealand insurance company, we set premiums for rating categories using a simple credibility method, a modified credibility method, exponential smoothing and linear regression, then compare these predictions with the actual outcomes.",

author = "S.J. Berridge",

note = "Pagination: 151",

year = "1998",

language = "English",

publisher = "Victoria University of Wellington, Institute of Statistics and Operations Research",

}

TY - BOOK

T1 - Forecasting claims in motor vehicle insurance

AU - Berridge, S.J.

N1 - Pagination: 151

PY - 1998

Y1 - 1998

N2 - The forecasting of claims is central to the successful operation of an insurance company. Based on six years of claim and policy data for full cover car insurance from a major New Zealand insurance company, we set premiums for rating categories using a simple credibility method, a modified credibility method, exponential smoothing and linear regression, then compare these predictions with the actual outcomes.

AB - The forecasting of claims is central to the successful operation of an insurance company. Based on six years of claim and policy data for full cover car insurance from a major New Zealand insurance company, we set premiums for rating categories using a simple credibility method, a modified credibility method, exponential smoothing and linear regression, then compare these predictions with the actual outcomes.

M3 - Doctoral Thesis

PB - Victoria University of Wellington, Institute of Statistics and Operations Research

CY - Wellington

ER -

Forecasting claims in motor vehicle insurance

Abstract

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