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Jednomodelowa taryfikacja a priori w krótkoterminowych ubezpieczeniach majątkowych

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Wolny-Dominiak A.
Econometrics. Ekonometria. Advances in Applied Data Analytics
|
2014
|
issue 4(46)
34-42
EN
The goal of this paper is to propose the regression model usefull in a priori ratemaking in short term non-life insurance. In the model the aggregat claim amount for individual risk following is estimated. It is asumed that this random variable following the compound Poisson distribution being a special case of Tweedie. We notice that the independent assumtion in the portfolio of risks is violated. That is why we adopt the mixed model with fixed and random effects in place of the model with fixed effects only. In the first part of the paper the theoretical model is presented while in the second part practical application is analised. All calculations in the case study are made in R software.
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