On the Validation of Claims with Excess Zeros in Liability Insurance: A Comparative Study
In this study, we consider the problem of zero claims in a liability insurance portfolio and compare the predictability of three models. We use French motor third party liability (MTPL) insurance data, which has been used for a pricing game, and show that how the type of coverage and policyholders&a...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-06-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/7/3/71 |