Aller à: contenu | haut | bas | recherche
 
EN    FR  
Vous êtes iciUNIL > Faculté des HEC (HEC Lausanne) > Actualités & événements

Actualités & événements


Publié le  14.06.17
HEC-DSA

DSA Seminar - Unraveling the predictive power of telematics data in car insurance pricing

Katrien Antonio (K.U. Leuven, Belgium and the University of Amsterdam)
Vendredi 7 Juillet 2017 (14h00 - 15h00) - Extranef - 125
Conférencier(s)/animateur(s):  Katrien Antonio K.U. Leuven, Belgium and the University of Amsterdam

A data set from a Belgian telematics product aimed at young drivers is used to identify how car insurance premiums can be designed based on the telematics data collected by a black box installed in the vehicle. In traditional pricing models for car insurance, the premium depends on self-reported rating variables (e.g. age, postal code) which capture characteristics of the policy(holder) and the insured vehicle and are often only indirectly related to the accident risk. Using telematics technology enables tailor-made car insurance pricing based on the driving behavior of the policyholder. We develop a statistical modeling approach using generalized additive models and compositional predictors to quantify and interpret the effect of telematics variables on the expected claim frequency. We find that such variables increase the predictive power and render the use of gender as a discriminating rating variable redundant. Joint work with Roel Verbelen and Gerda Claeskens (KU Leuven, Belgium)


Lien permanent vers cet événement
Partager: facebooktweetlinkedin
Recherche:
 Go
 
rss/atom
twitter linkedin facebook instagram google 
Internef - CH-1015 Lausanne  - Suisse  -  Tél. +41 21 692 33 00  -  Fax +41 21 692 33 05
Swiss University