Modélisation et estimation des effets individuels et d’entreprise avec des données de panel: une application aux flottes de véhicules

Jean-François Angers (), Denise Desjardins (), Georges Dionne () and François Guertin
Additional contact information
Jean-François Angers: Université de Montréal
Denise Desjardins: HEC Montreal, Canada Research Chair in Risk Management
François Guertin: Université de Montréal

No 05-7, Working Papers from HEC Montreal, Canada Research Chair in Risk Management

Abstract: In this article, we propose a detailed analysis of the modeling and estimation of accident distributions of vehicles belonging to a fleet. This analysis uses panel data to account simultaneously for individual as well as fleet effects. The distribution of accidents can be affected by both observable and non-observable factors. Non-observable factors are modeled as random effects.

Keywords: Insurance for fleet of vehicles; individual effect; fleet effect; panel data; econometric modeling; estimation (search for similar items in EconPapers)
JEL-codes: C23 C25 C55 G22 (search for similar items in EconPapers)
Pages: 29 pages
Date: 2005-10-01
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.risksresearch.com/_files/ugd/a6eed3_23 ... 8216bf00a4bc741d.pdf Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ris:crcrmw:2005_007

Access Statistics for this paper

More papers in Working Papers from HEC Montreal, Canada Research Chair in Risk Management Contact information at EDIRC.
Bibliographic data for series maintained by Claire Boisvert ().