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Geographical Spatial Analysis

Geographical Spatial Analysis. 2004 CAS Seminar on Ratemaking. Graham Masters. Winterthur Insurance / TS Pricing. List of Contents. Scope Methodology Results Benefits. Phase 1: Define New Zones

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Geographical Spatial Analysis

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  1. Geographical Spatial Analysis 2004 CAS Seminar on Ratemaking Graham Masters Winterthur Insurance / TS Pricing

  2. List of Contents • Scope • Methodology • Results • Benefits

  3. Phase 1: Define New Zones • The GLM fitted to produce the current tariff was taken as a base (1999-2001). The analysis was carried out on premiums • The analysis was carried out at the level of 5-digit zip code (lowest level) • The analysis did not include any other geographical rating factor apart from the 5-digit zip code (e.g. province) • Phase 2: Estimate Zone Coefficients • Data from 2002 and Jan-June 2003 was used to assess the new groups of zones

  4. Example Distance Methods D1: D2: D3:

  5. Results – Unsmoothed residuals

  6. Results – Smoothed residuals 10 zones, distance method 1

  7. Results – Smoothed residuals 10 zones, distance method 2

  8. Results – Smoothed residuals 10 zones, distance method 3

  9. Zoning Coefficients from the Model with 50 zones Distance Method 1

  10. Zoning Coefficients from the Model with 25 zones Distance Method 1

  11. Results – Unsmoothed residuals

  12. Results - New Zone Coefficients 10 zones, distance method 1

  13. Results - New Zone Coefficients 10 zones, distance method 1 10 zones, distance method 3 10 zones, distance method 2

  14. Results - New Zone Coefficients 10 zones, distance method 1 10 zones, distance method 3

  15. Current zone coefficients (Tariff 2nd Review) Catalunya & Andorra Barcelona

  16. Results - Smoothed Residuals – Phase 1, distance method 1 Catalunya & Andorra

  17. Results - New Zone Coefficients – Phase 2 , distance method 1 Catalunya & Andorra

  18. Current zone coefficients (Tariff 2nd Review)

  19. Results – Smoothed residuals – Phase 1 , distance method 1

  20. Results - New Zone Coefficients – Phase 2 , distance method 1

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