Object

Title: Premium calculation in a heterogeneous portfolio of policies

Title in english:

Kalkulacja składki w heterogenicznych portfelach polis

Creator:

Pacáková, Viera ; Boháčová, Hana

Description:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2010; Nr 106, s. 119-126

Abstrakt:

The calculation of fair premiums is the main actuarial problem in insurance business. We assume a heterogeneous portfolio of policies such as motor insurance portfolio. The concept of a mixture distribution will be convenient to use and show that the Poisson model for the number of claims and the gamma distribution for the modelling insurance losses are useful in such a case. For a high-volume class of business such as private motor insurance, which has well established rating factors, one of the most common pricing techniques used is generalized li-near modelling. This paper deals with technical aspects of this approach and presents its application for estimating the net premiums according to the rating factors across a group of policyholders

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2010

Resource Type:

artykuł

Resource Identifier:

oai:dbc.wroc.pl:74100

Language:

eng

Relation:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2010; Nr 106 ; Ubezpieczenia e merytalne, społeczne i metody aktuarialne

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich zgodnie z licencją

Location:

Uniwersytet Ekonomiczny we Wrocławiu

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