An analysis of cause of loss in comprehensive insurance under competing risks regression model

Öz

The purpose underlying the main aim of the present study is to apply the competing risks of survival analysis upon the comprehensive insurance practices, which -in itself- is a non-life insurance type. To serve for the purpose, a detailed insurance data set comprising seven explanatory variables that encompass 98,667 observations was taken into consideration. This data set stemmed from 2014 and was obtained from a private non-life insurance company. Factors that determine unsuccessfulness were measured by means of competing risk regression model. For each probable cause, estimates of cumulative incidence function were obtained separately. Moreover, by employing competing risks, the comparative effectiveness of causes had been investigated which would result in creating appropriate damages.

Anahtar Kelimeler

• Survival analysis,Competing risks regression model,Cumulative incidence function,Comprehensive insurance

Kasko sigortasında hasar nedenlerinin yarışan riskler regresyon modeli ile analizi

Öz

Bu çalışmanın altında yatan temel amaç; yaşam çözümlemesinde yarışan riskleri, aslında bir hayat dışı sigorta türü olan kasko sigortasına uygulamaktır. Bu amaca hizmet etmek için, 98.667 tane gözlemi kapsayan yedi tane açıklayıcı değişkeni içeren kapsamlı bir sigorta veri seti göz önünde bulundurulmuştur. Bu veri seti 2014 yılından gelmiş olup, özel bir hayat dışı sigorta şirketinden alınmıştır. Başarısızlığı etkileyen faktörler yarışan riskler regresyon modeli aracılığıyla ölçülmüştür. Birikimli etki fonksiyonunun tahminleri, her olası neden için ayrı ayrı elde edilmiştir. Buna ek olarak, nedenlerin karşılaştırmalı etkinliği uygun hasarların oluşmasıyla sonuçlanacak şekilde, yarışan riskler kullanılarak incelenmiştir.

Anahtar Kelimeler

• Yaşam çözümlemesi,Yarışan riskler regresyon modeli,Birikimli etki fonksiyonu,Kasko sigortası

Kaynakça

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