Demanda por seguro de automóvel no Rio de Janeiro

Detalhes bibliográficos
Autor(a) principal: Freitas, Cristiana Caldeira Garcia de
Data de Publicação: 2018
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/24096
Resumo: This thesis aims to estimate the demand for auto insurance in the city of Rio de Janeiro. Due to the availability of consumer level data, a brief review of discrete choice models was made, focusing on Logit with random coefficients. In order to effectively implement the models, we had to deal with a peculiarity of the insurance industry: prices vary according to each individual. As we only have the effective prices of the contracted policy, a random forest model was tested to generate expected premium values for the insurers.
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spelling Freitas, Cristiana Caldeira Garcia deEscolas::EPGEFGVSant'Anna, Marcelo Castello BrancoTargino, Rodrigo dos SantosBraido, Luís Henrique Bertolino2018-06-14T20:15:06Z2018-06-14T20:15:06Z2018-04-27https://hdl.handle.net/10438/24096This thesis aims to estimate the demand for auto insurance in the city of Rio de Janeiro. Due to the availability of consumer level data, a brief review of discrete choice models was made, focusing on Logit with random coefficients. In order to effectively implement the models, we had to deal with a peculiarity of the insurance industry: prices vary according to each individual. As we only have the effective prices of the contracted policy, a random forest model was tested to generate expected premium values for the insurers.Esta dissertação tem como objetivo estimar a demanda por seguro de automóvel na cidade do Rio de Janeiro. Em razão da disponibilidade de dados a nível do consumidor, foi feita uma breve revisão de modelos de escolha discreta, com destaque para o Logit com coeficientes aleatórios. Para ser possível a efetiva implementação dos modelos, foi preciso lidar com uma peculiaridade do setor de seguros: os preços variam de acordo com o indivíduo. Como só temos os preços efetivos da apólice contratada, foi testado um modelo random forest para gerar valores esperados de prêmio das seguradoras.porDemandDiscrete choiceAuto insuranceDemandaEscolha discretaSeguro de automóvelEconomiaSeguro de automóveisSeguros - Modelos econômicosOferta e procuraDemanda por seguro de automóvel no Rio de Janeiroinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesis2018-04-27info:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVTEXTDissertação EPGE - Cristiana Freitas.pdf.txtDissertação EPGE - Cristiana Freitas.pdf.txtExtracted texttext/plain100388https://repositorio.fgv.br/bitstreams/1eddf95b-338a-4abc-8354-08fea95a9b8e/download13fc5243334fb315911b4dcbfa2947d4MD54PDF.txtPDF.txtExtracted 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dc.title.por.fl_str_mv Demanda por seguro de automóvel no Rio de Janeiro
title Demanda por seguro de automóvel no Rio de Janeiro
spellingShingle Demanda por seguro de automóvel no Rio de Janeiro
Freitas, Cristiana Caldeira Garcia de
Demand
Discrete choice
Auto insurance
Demanda
Escolha discreta
Seguro de automóvel
Economia
Seguro de automóveis
Seguros - Modelos econômicos
Oferta e procura
title_short Demanda por seguro de automóvel no Rio de Janeiro
title_full Demanda por seguro de automóvel no Rio de Janeiro
title_fullStr Demanda por seguro de automóvel no Rio de Janeiro
title_full_unstemmed Demanda por seguro de automóvel no Rio de Janeiro
title_sort Demanda por seguro de automóvel no Rio de Janeiro
author Freitas, Cristiana Caldeira Garcia de
author_facet Freitas, Cristiana Caldeira Garcia de
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.member.none.fl_str_mv Sant'Anna, Marcelo Castello Branco
Targino, Rodrigo dos Santos
dc.contributor.author.fl_str_mv Freitas, Cristiana Caldeira Garcia de
dc.contributor.advisor1.fl_str_mv Braido, Luís Henrique Bertolino
contributor_str_mv Braido, Luís Henrique Bertolino
dc.subject.eng.fl_str_mv Demand
Discrete choice
Auto insurance
topic Demand
Discrete choice
Auto insurance
Demanda
Escolha discreta
Seguro de automóvel
Economia
Seguro de automóveis
Seguros - Modelos econômicos
Oferta e procura
dc.subject.por.fl_str_mv Demanda
Escolha discreta
Seguro de automóvel
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Seguro de automóveis
Seguros - Modelos econômicos
Oferta e procura
description This thesis aims to estimate the demand for auto insurance in the city of Rio de Janeiro. Due to the availability of consumer level data, a brief review of discrete choice models was made, focusing on Logit with random coefficients. In order to effectively implement the models, we had to deal with a peculiarity of the insurance industry: prices vary according to each individual. As we only have the effective prices of the contracted policy, a random forest model was tested to generate expected premium values for the insurers.
publishDate 2018
dc.date.accessioned.fl_str_mv 2018-06-14T20:15:06Z
dc.date.available.fl_str_mv 2018-06-14T20:15:06Z
dc.date.issued.fl_str_mv 2018-04-27
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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url https://hdl.handle.net/10438/24096
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