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A quantitative approach to evaluate car insurance
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Autores
Orientador(es)
Resumo(s)
Insurance premium is a charge paid by an insurance holder to an insurer in
order to exchange uncertainty for certainty. Unfortunately, the literature in
this special topic does not present satisfactory results. Besides, there is not
a standard model to determine car insurance premium and the present work
attempts to nd a pattern with this objective. Two models were selected and
the regression analysis of panel data together with the Tobit model can be easy
applicable to determine car insurance premium instead of the Black-Scholes
Model.
Descrição
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the Faculdade de Economia da Universidade Nova de Lisboa
Palavras-chave
Black-Scholes Model car insurance premium regression analysis Tobit Model JEL Classification: G13 - G22- C21- C24