Proposta de modelagem de risco atuarial para proporcionar rentabilidade

Abstract

This present work aims to analyze the Credit Scoring model in order to verify the discriminatory capacity of the model in a dental insurance plan and observe in which client’s profile the company will have the highest profit. It was demonstrated with this study the causes and necessities that makes the population to apply for dental insurance plans, also the risks to which the company is exposed to when providing this sort of service. The data used were provided by the insurance carrier and from those data they were created the dummies variables which were validated thought relative risk and Spearman’s Correlation Matrix. To evaluate the data it was used the binary logistic regression model, developed with the R-project software. The model was validated with the Kolmogorov-Smirnov (KS) test, ROC curve and Hosmer-Lemeshow, after the model’s validation, financial viability was analyzed in order to identify the client’s profile that causes loss to the institution and the client’s profile that in addition to providing invested capital return also generate profit thus ensuring the financial health and solvency. The developed Credit Scoring model was efficient and shows satisfactory results to the health carrier, thus the company can benefit from this information to a batter risk management