MétaCan
Menu
Back to cohort
Record W4390941607 · doi:10.51541/nicel.1397941

Quantifying the Impact of Risk Factors on Direct Compensation Property Damage in Canadian Automobile Insurance

2024· article· en· W4390941607 on OpenAlexaboutno aff
Pervin Baylan, Neslihan Demirel

Bibliographic record

VenueNicel Bilimler Dergisi · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsnot available
FundersTürkiye Bilimsel ve Teknolojik Araştırma Kurumu
KeywordsUnderwritingMetric (unit)LogitActuarial scienceProperty (philosophy)EconometricsComputer scienceStatisticsBusinessMathematicsMarketing

Abstract

fetched live from OpenAlex

This study presents a statistical analysis assessing the impact of various risk factors on direct compensation property damage (DCPD) claims in private passenger vehicle accidents. Using automobile insurance data in Ontario, Canada for the decade years period between 2003 and 2012, a statistical model of property damage was explored via a generalized linear binary logit mixed model and considered the imbalance between the classes of insureds. The results indicate that several risk factors have a significant impact on the likelihood of DCPD claims, including usage, training, outstanding loss, and incurred loss. The effects of these risk factors were observed under the weights — the number of trials used to generate each success proportion — in the different classes of insureds. The generalized linear mixed models (GLMMs) analysis provides a powerful tool for quantifying the impact of risk factors on binary outcomes, which are called DCPD claims and property damage (PD) claims covered by third-party liability (TPL) insurance. These models can also inform insurance underwriting and policy design, focusing on identifying the most significant risk factors. The performance metrics calculated by considering the class imbalance in binary outcomes verify the resulting model’s ability to accurately predict classes. The F1 score, an evaluation metric to measure the performance of classification, was calculated as 0.934. In addition, PR AUC, which is the area under the Precision-Recall (PR) curve, was computed as 0.953. These high scores indicate that the resulting model performs well in the classification. The other metrics also support the classification accuracy of this model. The findings of the analysis can help insurers better understand the underlying drivers of property damages and develop more accurate and effective strategies for risk mitigation. Furthermore, this study highlights the importance of developing class-specific risk assessment models to account for the imbalance across different classes.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.307
Threshold uncertainty score0.747

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.047
GPT teacher head0.266
Teacher spread0.219 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

Explore more

Same venueNicel Bilimler DergisiSame topicInsurance and Financial Risk ManagementFrench-language works237,207