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2014 | 15 | 3 | 507-516
Article title

The Distribution of the Number of Claims in the Third Party’s Motor Liability Insurance

Authors
Content
Title variants
Languages of publication
EN
Abstracts
EN
In the automobile insurance tarification consists of two stages. The first step is to determine the net premiums on the basis of known risk factors, called a priori ratemaking. The second stage, called a posteriori ratemaking is to take into account the driver's claims history in the premium. Each step usually requires the actuary's selection of the theoretical distribution of the number of claims in the portfolio. The paper presents methods of consistency evaluation of the empirical and theoretical distributions used in motor insurance, illustrated with an example of data from different European markets.
Year
Volume
15
Issue
3
Pages
507-516
Physical description
Contributors
  • University of Lodz
References
  • DENUIT M., MARECHAL X., PITERBOIS S., WALHIN J., (2007). Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems, John Wiley & Sons, England.
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  • HEILMANN W. R., (1988). Fundamentals of Risk Theory, Verlag Versiecherungswirtschaft, Karlsruhe.
  • KORDOS J., (1973). Metody analizy i prognozowania rozkładów płac i dochodów ludności, PWE, Warszawa.
  • LEMAIRE J., (1995). Bonus-Malus Systems in Automobile Insurance, Kluwer, Boston.
  • OTTO W., (2002). Matematyka w ubezpieczeniach. Ubezpieczenia majątkowe, WNT, Warszawa.
  • PANJER H. H., WILLMOT G. E., (1992). Insurance risk models, Society of Actuaries, Schaumburg.
  • ŚLIWIŃSKI A., (2002). Ryzyko ubezpieczeniowe, taryfy - budowa i optymalizacja, poltext, Warszawa.
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-a3204494-13e3-4ffa-97d8-a0b9975a88fd
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