PL EN


2013 | 124 | 115-129
Article title

Modelowanie liczby szkód w ubezpieczeniach komunikacyjnych w przypadku występowania dużej liczby zer, z wykorzystaniem procedury kroswalidacji

Content
Title variants
EN
Modeling the Number of Claims in Motor Insurance in Case of a Large Number of Zeros Using the Patch Validation Procedures
Languages of publication
PL
Abstracts
EN
The problem in the analysis of insurance data is modeling the number of claims occurring in a given portfolio policy using regression assuming a Poisson distribution which is not always justified, since sometimes the data contains a large number of zeros. This paper presents a generalized Poisson regression for the counter variable and a modified version of Poisson regression taking into account the situation of the presence of a large number of zeros in the data (called zero-inflated Poisson regression). Various types were analyzed in order to determine which variables influence the occurrence tarification zeros in the portfolio policy using the procedure 10 times the patch validation. The result is ranking for classification policies because of the number of generated damage.
Year
Volume
124
Pages
115-129
Physical description
Contributors
References
  • de Jong P., Heller G.Z.: Generalized Linear Models for Insurance Data, Cambridge University Press 2008.
  • Denuit M., Marechal X., Pitrebois S., Walhin J.: Actuarial Modelling of Claims Counts, John Wiley & Sons Ltd, 2007.
  • Gatnar E.: Podejście wielomodelowe w zagadnieniach dyskryminacji i regresji, Wydawnictwo Naukowe PWN, Warszawa 2008.
  • Kopczewska K., Kopczewski T., Wójcik P.: Metody ilościowe w R. Aplikacje ekonomiczne i finansowe, CeDeWu, Warszawa 2009.
  • Lambert D.: Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing, "Technometrics" 1992, Vol. 34, No. 1.
Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-fa1454b2-828a-4402-8e16-634d855f31eb
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