BazEkon - The Main Library of the Cracow University of Economics

BazEkon home page

Main menu

Author
Szymańska Anna (University of Lodz, Poland)
Title
The Distribution of the Number of Claims in the Third Party's Motor Liability Insurance
Source
Statistics in Transition, 2013, vol. 14, nr 3, s. 507-516, rys., tab., bibliogr. 8 poz.
Keyword
Ubezpieczenia komunikacyjne OC, Testy statystyczne
Motor insurance, Statistical tests
Note
Materiały z konferencji Multivariate Statistical Analysis 2013, Łódź.
summ.
Abstract
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. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of the Wroclaw University of Economics
Full text
Show
Bibliography
Show
  1. 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.
  2. DOMAŃSKI CZ., (1990). Testy statystyczne, PWE, Warszawa.
  3. HEILMANN W. R., (1988). Fundamentals of Risk Theory, Verlag Versiecherungswirtschaft, Karlsruhe.
  4. KORDOS J., (1973). Metody analizy i prognozowania rozkładów płac i dochodów ludności, PWE, Warszawa.
  5. LEMAIRE J., (1995). Bonus-Malus Systems in Automobile Insurance, Kluwer, Boston.
  6. OTTO W., (2002). Matematyka w ubezpieczeniach. Ubezpieczenia majątkowe, WNT, Warszawa.
  7. PANJER H. H., WILLMOT G. E., (1992). Insurance risk models, Society of Actuaries, Schaumburg.
  8. ŚLIWIŃSKI A., (2002). Ryzyko ubezpieczeniowe, taryfy - budowa i optymalizacja, poltext, Warszawa.
Cited by
Show
ISSN
1234-7655
Language
eng
Share on Facebook Share on Twitter Share on Google+ Share on Pinterest Share on LinkedIn Wyślij znajomemu