Risk analysis in motor insurance aims to identify factors that increase the frequency of accidents. Telematics data is used to measure behavioural information of drivers. Contextual variables include temperature, rain, wind and traffic conditions that are external to the driver, but may also...

We analyse models for panel data that arise in risk allocation problems, when a given set of sources are the cause of an aggregate risk value. We focus on the modeling and forecasting of proportional contributions to risk. Compositional data methods are proposed and the regression is flexible to...