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2014 | 15 | 2 | 242-251

Article title

DISTRIBUTIONS OF THE NUMBER OF CLAIMS BY AGE GROUPS OF INSURED IN CIVIL LIABILITY MOTOR INSURANCE PORTFOLIO

Authors

Content

Title variants

Languages of publication

EN

Abstracts

EN
In the process of calculation of the insurance premium in civil liability motor insurance the knowledge of distribution of the number and value of paid claims is required. The paper presents the methods of assessing the degree of the fit of theoretical distributions of the number of claims to empirical distributions in civil liability motor insurance in the example of data from one of the insurance companies in Poland. The distributions of the number of claims in separate age groups of drivers were also analyzed and their compatibility to the theoretical distribution of the number of claims in the portfolio was assessed.

Year

Volume

15

Issue

2

Pages

242-251

Physical description

Dates

published
2014

Contributors

  • Department of Statistical Methods, University of Lodz

References

  • Antonio K., Valdez E. (2012) Statistical concepts of a priopri and a posteriori classification in insurance, AStA Adv Stat Anal 96, str. 187-224.
  • Domański Cz. (1990) Testy statystyczne, PWE, Warszawa.
  • Heilmann W.R. (1988) Fundamentals of Risk Theory, Verlag Versiecherungswirtschaft, Karlsruhe.
  • Klugman S. A., Panjer H.H., Willmot G.E. (2004) Loss Models. From Data to Decisions, J. Wiley &Sons, New York.
  • Kordos J. (1973) Metody analizy i prognozowania rozkładów płac i dochodów ludności, PWE, Warszawa.
  • Panjer H.H., Willmot G.E. (1992) Insurance risk models, Society of Actuaries, Schaumburg.
  • Tremblay L. (1992) Using the Poisson Inverse Gaussian in Bonus-Malus Systems, ASTIN Bulletin 22(1), str. 97-106.

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.desklight-12f4f114-22c1-4278-ae35-27e1542e571a
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