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  • Teória kredibility patrí medzi tzv. techniky ?experience rating? a slúži na kalkuláciu a permanentnú úpravu poistného. Podobne ako Bayesovské odhady, aj odhady získané kredibilnými modelmi vychádzajú z apriórnych informácií z portfólia poistiek a z individuálnych informácií. Kredibilné odhady poistného v porovnaní s Bayesovskými odhadmi sú relatívne jednoduché a stanovené poistné je jasne interpretovateľné. Vďaka uvedeným skutočnostiam má teória kredibility veľké možnosti aplikácie v aktuárskej praxi. Bühlmannov-Straubov model možno použiť priamo na stanovenie netto poistného, alebo ním možno získať kredibilný odhad dvoch zložiek poistného, a to škodovej frekvencie a priemernej výšky poistných škôd. V príspevku opisujeme techniku kredibilného odhadu škodovej frekvencie týmto modelom a aplikujeme ju na príklade povinného zmluvného poistenia motorových vozidiel.
  • Credibility theory in insurance is essentially a form of experience-rating that attempts to use the data in hand as well as the experience of others in determining rates and premiums. Two types of data are used in the process of estimation using models based on the theory of credibility: data about own insurance risk and data about comparable insurance risks. The predictor for the next year?s experience that is linear in the claims experience and optimal in the sense of least squares turns out to be a weighted average of the claims experience of the individual contract and the experience for the whole portfolio. The weight factor is the credibility attached to the individual experience, hence it is called the credibility factor, and the resulting premiums are called credibility premiums.The paper includes the application of this credibility theory and techniques in third party motor vehicle insurance. (en)
Title
  • Kredibilný odhad škodovej frekvencie
  • Credible estimate of damages frequence (en)
skos:prefLabel
  • Kredibilný odhad škodovej frekvencie
  • Credible estimate of damages frequence (en)
skos:notation
  • RIV/00216275:25410/09:00009333!RIV10-GA0-25410___
http://linked.open...avai/riv/aktivita
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  • P(GA402/09/1866)
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  • 2
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  • 322684
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  • RIV/00216275:25410/09:00009333
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  • credibility theory; Bühlmann-Straub model; claim frequency; estimation of structural parameters; third party motor vehicle insurance (en)
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  • CZ - Česká republika
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  • [34FA6658014F]
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  • 12
http://linked.open...iv/tvurceVysledku
  • Pacáková, Viera
  • Šoltés, Erik
  • Šoltésová, Tatiana
issn
  • 1212-3609
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  • 25410
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