Documents de treball producció científicaXarxa de Referència en Economia Aplicada (XREAP)

Loss risk through fraud in car insurance

  • Datos identificativos

    Identificador:  PC:2409
    Autores:  Bolancé Losilla, Catalina; Guillén, Montserrat; Ayuso, Mercedes
    Resumen:
    Our objective is to analyse fraud as an operational risk for the insurance company. We study the effect of a fraud detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. From the point of view of operational risk, the study aims to analyse the effect of failing to detect fraudulent claims after investigation. We have chosen VAR as the risk measure with a non-parametric estimation of the loss risk involved in the detection or non-detection of fraudulent claims. The most relevant conclusion is that auditing claims reduces loss risk in the insurance company.
  • Otros:

    Editor: Xarxa de Referència en Economia Aplicada (XREAP)
    Fecha: 2011-06
    Identificador: http://hdl.handle.net/2072/152085
    Departamento/Instituto: Xarxa de Referència en Economia Aplicada (XREAP)
    Idioma: eng
    Autor: Bolancé Losilla, Catalina, Guillén, Montserrat, Ayuso, Mercedes
    Relación: XREAP; 2011-08
    Formato: application/pdf, 158471 bytes, 27 p.
  • Palabras clave:

    33 - Economia
    Frau
    Assegurances d'automòbils
    Fraud
    Automobile insurance
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