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Record identifier : 564946
Personal Name - Primary Intelectual Responsibility : Rismankarzade,Mehrnoosh
Title and statement of responsibility : Collision Insurance Pricing: Functional Principal Component Analysis Approach-The Case Study of Iranian Car Insurance Industry [Thesis]/مهرنوش ریسمانکارزاده;supervisor: Reza Ofoghi;advisor: Reza Ghazal
Publication, Distribution,Etc. : , 2011
Language of the Item : eng
Internal Bibliographies/Indexes Note : Bibliography
Dissertation of thesis details and type of degree : Master of arts
Discipline of degree : , Actuarial Science
Body granting the degree : , Allameh Tabataba'i University, E.C.O. College of Insurance
Summary or Abstract : هدف تحقیق :بررسی قیمت گذاری بیمه بدنه اتومبیل با روش تحلیل مولفه اصلی عملکردی (در صنعت بیمه ایران)می باشد.یافته ها نشان می دهد که روش تحلیل مولفه ی اصلی عملکردی روشی کاراتر و مناسب تر از روش تحلیل مولفه اصلی است. همچنین برای به دست آوردن حق بیمه در ایران لازم نیسن که کلیه داده ها را بررسی کنیم و تنها با روش بیان شده می توان حجم کوچکی از اطلاعات را استفاده کرد
: In the car insurance industry, a large number of insurance companies offer very similar products. Insurance companies utilize a set of criteria and actions to a vehicle in order to classify them into different risk classes. This means that the conditions of the insurance policies allow the expected claims ratio to come as close as possible to the real claims ratio. The rules of contract hold great importance for proper conduct in the insurance business and a technical and commercial balance must be sought.Insurance companies are interested in keeping existing clients. Along these lines, there are studies which show that when the policyholder is satisfied with the treatment and service given, there is an increased susceptibility to policy renewal with the current insurance company. However, premiums play a vital and important rule in attracting customers. For determining a premium which attracts customers, insurance companies have to deal with numerous data. Functional Principal Component Analysis (Functional PCA) can provide a remedy to deal with this problem.In this study, I use Functional PCA in order to transform a number of possibly correlated variables into a smaller number of uncorrelated variables. These smaller numbers of variables almost represent the same characteristics of the whole data. Consequently, insurance companies are able to use smaller number of data in determining the competitive premium. However, it is worth mentioning that the Functional PCA method does not directly determine the premium to charge; it only dilutes the number of risk classification variables into smaller set of those variables and hence indirectly contributes in determining the premium. With this information in my empirical work, results are obtained such as that in the age bracket of 27-30 years old, the best performance in terms of claims ratio is held by men with national cars in Tehran city. For the age 31-60 years of age, the best result is given by men with foreign cars in Tehran city. And for the age 61-65 years of age, the best result is given by women with foreign cars in Tehran city. And finally, the best performance in the segment of 66-70 years old is again held by women with foreign cars in Tabriz city..
Uncontrolled Subject Terms : car Insurance
: claims ratio
: functional principal
: بیمه اتومبیل
: نسبت خسارت
Information of biblio record : TL
 
 
 
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