IDEAS home Printed from https://ideas.repec.org/a/pab/rmcpee/v7y2009i1p57-76.html
   My bibliography  Save this article

Evaluación de la eficiencia de una cartera de asegurados en el sector del automóvil = Efficiency Assessment in the Automobile Insurance Sector

Author

Listed:
  • Segovia González, M. Manuela

    (Departamento de Economía, Métodos Cuantitativos e Historia Económica. Universidad Pablo de Olavide)

  • Contreras Rubio, Ignacio

    (Departamento de Economía, Métodos Cuantitativos e Historia Económica. Universidad Pablo de Olavide)

  • Mar Molinero, Cecilio

    (Kent Business School. University of Kent (United Kingdom))

Abstract

La situación actual del sector del seguro del automóvil exige a las compañías aseguradoras diseñar productos cada vez más ajustados al tipo de cliente al que se dirige. En el presente trabajo analizamos los 80.000 registros ofrecidos por una entidad aseguradora con una importante cuota en el mercado español. Tras identificar una serie de perfiles en los clientes asegurados, se estudia la eficiencia de cada uno de ellos mediante la aplicación de Análisis Envolvente de Datos (DEA) y estadística multivariante. Los resultados obtenidos permiten identificar aquellos clientes que mejor rendimiento ofrecen a la compañía. Mediante la aplicación de test estadísticos paramétricos y no paramétricos, se determinan, además, las similitudes y diferencias existentes entre grupos de clientes que comparten una determinada característica. = Insurance companies have to take risk and cost into account when pricing car insurance policies in order to design new products to cover the risk of private use of cars. In this paper we use data from 80,000 car insurance policies in order to assess, once risk and cost have been taken into account, the policies that generate the highest returns for the company. After different profiles of clients are identified, including among the characteristics the regional location of the clients, we use Data Envelopment Analysis and multivariate statistics. The results obtained not only permit us to identify the best groups of clients for the company but also to determine similarities and differences among profiles of clients.

Suggested Citation

  • Segovia González, M. Manuela & Contreras Rubio, Ignacio & Mar Molinero, Cecilio, 2009. "Evaluación de la eficiencia de una cartera de asegurados en el sector del automóvil = Efficiency Assessment in the Automobile Insurance Sector," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 7(1), pages 57-76, June.
    • Handle: RePEc:pab:rmcpee:v:7:y:2009:i:1:p:57-76
    as

    Download full text from publisher

    File URL: http://www.upo.es/RevMetCuant/art27.pdf
    Download Restriction: no
    File URL: http://www.upo.es/RevMetCuant/art27.txt
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    eficiencia; seguro de automóvil; análisis envolvente de datos; estadística multivariante; efficiency; car insurance; data envelopment analysis; multivariate statistics;
    All these keywords.

    JEL classification:

    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pab:rmcpee:v:7:y:2009:i:1:p:57-76. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Publicación Digital - UPO (email available below). General contact details of provider: https://edirc.repec.org/data/dmupoes.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.