Risk analysis in automobile insurance: new approaches.

Summary The research conducted in this thesis proposes a contribution to the analysis of risk in the French automobile insurance market. Three new axes are presented: the first axis is based on a theoretical framework of the automobile insurance market. An original model of double asymmetric information is presented. The main result is the existence of two kinds of equilibrium contracts: a separating contract and a mixing contract. The second point is related to the consideration of past claims experience in the study of the risk-coverage relationship. Bivariate and trivariate models are applied for this purpose. This shows that the hypothesis of information asymmetry is verified. Finally, the third issue raised in this thesis concerns the application of the surcharge to young drivers. We show through econometric modelling of claims experience that the legitimacy of insurers to almost systematically offer higher rates to young drivers than to experienced drivers is not always verified.