Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...

tel-00703797, version 2 - 7 Jun 2012
Chapitre 1. Sur la nécessité d’un modèle de marché
Family: binomial - Link function: logit
Formula: lapse ~ product2 + region2 + cumulrebate3 + nbclaim0608percust +
isinsuredinhealth + isinsuredinlife + vehiclage + householdNbPol +
polholderage + maritalstatus2 + jobgroup2 + gender + bonusevol2 +
priceratio:(paymentfreq + nbclaim08percust + nbclaim0608percust +
nbclaim0708percust + isinsuredinaccident + bonusevol2) +
s(priceratio, diff2tech) + s(priceratio, diff2top10agent) +
s(priceratio, diff2top10direct) + s(priceratio, typeclassTPL)
Parametric coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -0.9881832 0.0744176 -13.279 < 2e-16 ***
product2T1 -0.2957239 0.0365839 -8.083 6.30e-16 ***
product2T2 -0.5888125 0.0439784 -13.389 < 2e-16 ***
region2_02-04-11 0.2474500 0.0432128 5.726 1.03e-08 ***
region2_05 0.1820856 0.0279436 6.516 7.21e-11 ***
region2_08-09 0.0627676 0.0260959 2.405 0.016161 *
region2_10 0.4597820 0.0908178 5.063 4.13e-07 ***
region2_12-13 0.3600178 0.0408722 8.808 < 2e-16 ***
region2_14-15-16 0.4440049 0.0377465 11.763 < 2e-16 ***
cumulrebate3 0.1287561 0.0241245 5.337 9.44e-08 ***
nbclaim0608percust 0.2144964 0.0968126 2.216 0.026720 *
isinsuredinhealth -0.2018414 0.0739308 -2.730 0.006331 **
isinsuredinlife -0.0978298 0.0405763 -2.411 0.015908 *
vehiclage -0.0367641 0.0025963 -14.160 < 2e-16 ***
householdNbPol -0.0783881 0.0048668 -16.107 < 2e-16 ***
polholderage -0.0150938 0.0008334 -18.111 < 2e-16 ***
maritalstatus2b -0.2629597 0.0760885 -3.456 0.000548 ***
maritalstatus2d -0.1017553 0.0341228 -2.982 0.002863 **
jobgroup2public -0.1161175 0.0217312 -5.343 9.12e-08 ***
gender -0.0790535 0.0209269 -3.778 0.000158 ***
bonusevol2up-down 7.4827223 1.0625789 7.042 1.89e-12 ***
priceratio:paymentfreq -0.0343715 0.0026481 -12.980 < 2e-16 ***
priceratio:nbclaim08percust -0.0893319 0.0393116 -2.272 0.023062 *
priceratio:nbclaim0608percust -0.2010502 0.1016136 -1.979 0.047864 *
priceratio:nbclaim0708percust 0.1538349 0.0369590 4.162 3.15e-05 ***
priceratio:isinsuredinaccident -0.1409923 0.0508941 -2.770 0.005600 **
priceratio:bonusevol2up-down -7.2677291 1.0573222 -6.874 6.26e-12 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Approximate significance of smooth terms:
edf Ref.df Chi.sq p-value
s(priceratio,diff2tech) 12.440 16.687 113.56 < 2e-16 ***
s(priceratio,diff2top10agent) 8.901 12.069 29.36 0.00361 **
s(priceratio,diff2top10direct) 8.177 11.277 18.63 0.07569 .
s(priceratio,typeclassTPL) 4.160 5.687 43.91 5.43e-08 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
R-sq.(adj) = 0.0176 Deviance explained = 3.46%
REML score = 44028 Scale est. = 1 n = 187733
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