Medición de lapses en seguros de vida mediante modelos de predicción
Résumé
Las compañías de seguros están en constante medición de sus persistencias, por ello, identificar y analizar las tasas de cancelación denominadas lapses o tasas de caducidad, se ha convertido en una actividad de gran importancia debido a su rol determinante para tomar decisiones administrativas y financieras. Entender la dinámica de esta variable facilita la toma de decisiones, y permite identificar las variables que ocasionan cancelaciones de pólizas, es decir: el género, la edad, la ciudad, el tipo de producto, entre otros. Estas variables caracterizan el perfil del asegurado y condicionan una mayor o menor probabilidad de cancelar la póliza. Para analizar los perfiles de asegurados, se consideró utilizar modelos de regresión logística, redes neuronales y máquinas de soporte vectorial, con precisión de 73 %, 81,53 % y 60 %, respectivamente, mediante una base de datos de asegurados del mercado de Colombia con 134 102 registros, con 8 variables, lo que permitió predecir la probabilidad de cancelación y de renovación de una póliza de seguro de vida de acuerdo con las condiciones de las variables que perfilan a un asegurado.
Mots-clés
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Auteurs-es
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Yenni Paola Zamora Puentes
Universidad Sergio Arboleda
https://orcid.org/0009-0006-0106-7022 ##orcid.unauthenticated##
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Carlos Arturo Peña Rincón
Universidad Sergio Arboleda
https://orcid.org/0000-0001-9818-3033 ##orcid.unauthenticated##
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