- Author
- Niemiro Wojciech
- Title
- Liniowe modele klasyfikacji z efektami losowymi w ubezpieczeniowej teorii wiarygodności
Linear Models of a Classification with Random Effects in Creditability Theory - Source
- Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa, 2000, z. 8, s. 102-114, bibliogr. 7 poz.
- Keyword
- Ubezpieczenia, Modele liniowe
Insurances, Linear models - Abstract
- Modele tzw. teorii wiarygodności (credibility theory), używanej do obliczania składki w niejednorodnych portfelach ryzyk, są zwykle przedstawiane w języku statystyki bayesowskiej. Można je traktować także jako liniowe modele klasyfikacji z efektami losowymi. Autor podjął próbę uzasadnienia tego spostrzeżenia oraz wskazania możliwych zastosowań wyników dotyczących statystycznych modeli liniowych w teorii wiarygodności.
Models of so-called 'creditability theory' used for calculations of contribution in the heterogeneous risk portfolio are usually presented by Bayesian statistics. They also can be treated as linear models of classification with random effects. The author has attempted to carry his point as well as point out possible applications of results concerning statistical linear models in the creditability theory. (AŁ) - 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 Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Bibliography
-
- Bühlmann, H. (1967). Experience rating and credibility. ASTIN Bulletin, 4, 3, 199-207.
- Bühlmann, H. (1969). Experience rating and credibility. ASTIN Bulletin, 5, 2, 157-165.
- Goovaerts, M.J., Kaas, R. van Heervaarden, A.E. and Bauwelinckx, T. (1990). Effective Actuarial Methods. North Holland.
- Hachemeister, C.A. (1975). Credibility for regression models with application to trend. In: Credibility, Theory and Applications, Proceedings of the Berkeley Actuarial Research Conference on Credibility. Academic Press.
- Jewell, W.S. (1974) The use of collateral data in credibility theory: a hierarchical model. Giornale dell'Istituto Italiano degli Attuari, 38, 1-16.
- Klugman, S.A. (1992). Bayesian Statistics in Actuarial Science, With Emphasis on Credibility. Kluwer Academic Publishers.
- Searle, S.R., Casella, G. and McCulloch, C.E. (1992) Variance Components. Wiley.
- Cited by
- ISSN
- 1232-4671
- Language
- pol
