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Master Thesis

Tarification et mesure de l'antisélection en assurance santé collective

Abstract : In the extremely competitive environment of the market of group health insurance, following the French Inter-professional national agreement (Accord National Interprofes- sionnel) of January 11 in 2013, insurers seek to establish competitive prices. Companies in the private sector have to purchase a health care insurance policy for their salaries and this has the effect of stimulating the group health insurance market. In this context, this report suggests to test an alternative method to the "frequency - average cost" usually used, named generalized linear model. After a primary analysis of the portfolio, the factors which can influence the medi- cal consumption behaviour were selected and a classification of the geographical location were done according to the medical consumption. The frequency of consumption and the average cost were modeled separately for all acts of medical care studied, the results have been presented according to this two cases : a frequent consumption as laboratory tests and infrequent as dental prosthesis. Thus, different GLM have been tested to model the frequency of consumption in order to find the most appropriate model to the data used, as negative binomial and "zero inflated" models. Finally, the results of the different models used, have been compared to the method of pricing directly the frequency and the average cost. We used these models in order to estimate the insurance premiums of group health policies which are compulsory. This report also presents an analysis and a descriptive method in order to take into account the adverse selection risk, caused by the marketing of voluntary group policies. Defined as the impossibility for the insurer to distinguish the risk profiles, the adverse selection risk is an economic phenomenon which we try to analyse in a statistical approach. The difference of the frequency of consumption has been observed between the compulsory group policies and the individual policies, because of an insufficient number of voluntary group policies. Finally, an analysis according to category of medical acts and age has permitted to have a better knowledge of this risk.
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Master Thesis
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https://dumas.ccsd.cnrs.fr/dumas-01073376
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Submitted on : Tuesday, November 22, 2016 - 3:32:34 PM
Last modification on : Wednesday, December 25, 2019 - 1:16:44 AM
Long-term archiving on: : Tuesday, March 14, 2017 - 1:41:32 PM

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  • HAL Id : dumas-01073376, version 1

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Ozlem Karatekin. Tarification et mesure de l'antisélection en assurance santé collective. Gestion des risques [q-fin.RM]. 2014. ⟨dumas-01073376⟩

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