SciELO - Scientific Electronic Library Online

vol.28 número1Simulation of multiple plasma eddies in 2DA comparative study on speed and density in macroscopic models of vehicular traffic adding the spatial variable on speed índice de autoresíndice de assuntospesquisa de artigos
Home Pagelista alfabética de periódicos  

Serviços Personalizados




Links relacionados

  • Não possue artigos similaresSimilares em SciELO


Revista de Matemática Teoría y Aplicaciones

versão impressa ISSN 1409-2433


SANDI-CORRALES, Ana Rosa. Predictive Modelling of losses in non-life insurance. Rev. Mat [online]. 2021, vol.28, n.1, pp.105-124. ISSN 1409-2433.

Accident and health insurance with differentiated premiums for homogeneous risk groups was analyzed. The estimation of these premiums on previous opportunities was in univariate form, which has the limitation that when there are risk groups with few observations, the results are very volatile and omit the information that could provide predictive variables. Therefore, it was decided to estimate the expected claims (which are an input in the premium calculation) with three multivariate models: ordinary linear, additive and mixed linear. Several were used in order to compare their forecasting capability. Performance was acceptable within both the fit and test samples in the case of ordinary linear and additive models with a difference of about 1% from the real data. Linear mixed could not make predictions for combinations of predictors not observed in the fit data.

Palavras-chave : insurance; pricing; predictive modelling; linear models; additive models; mixed models; software R..

        · resumo em Espanhol     · texto em Espanhol     · Espanhol ( pdf )