The Swedish automobile portfolio in 1977

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Abstract
In a recent paper (Hallin & Ingenbleek, 1981a), the selection procedure proposed in (Hallin, 1977) was applied to the study of the claim probability in the motor third party portfolio of an important Belgian company. The number of observations, however, did not allow for an investigation of the claim amount. The data we study here consist of the entire Swedish portfolio (more than two millions of policies). An adapted version of the selection procedure provides a good insight into the structure of the risk, hence into what the tariff structure should be 1 The rating system used for the Swedish Automobile Insurance Portfolio is based on the factor method. This paper should be looked upon as a critical discussion of the practical application of this method and of its statistical significancy. View all notes

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