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  • The calculation of fair premiums is the main actuarial problem in insurance business. We assume a heterogeneous portfolio of policies such a 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 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 linear modelling. This paper deal with technical aspects of this approach and presents its application for estimating the net premiums according the rating factors across a group of policyholders.
  • The calculation of fair premiums is the main actuarial problem in insurance business. We assume a heterogeneous portfolio of policies such a 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 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 linear modelling. This paper deal with technical aspects of this approach and presents its application for estimating the net premiums according the rating factors across a group of policyholders. (en)
Title
  • Premium Calculation in a Heterogeneous Portfolio of Policies
  • Premium Calculation in a Heterogeneous Portfolio of Policies (en)
skos:prefLabel
  • Premium Calculation in a Heterogeneous Portfolio of Policies
  • Premium Calculation in a Heterogeneous Portfolio of Policies (en)
skos:notation
  • RIV/00216275:25410/10:39882059!RIV11-GA0-25410___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/09/1866), S
http://linked.open...iv/cisloPeriodika
  • 106
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 281302
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/10:39882059
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • non-life insurance; heterogeneous portfolio of policies; mathematical modeling claim frequency and claim amount (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • PL - Polská republika
http://linked.open...ontrolniKodProRIV
  • [BB3E0CAF6C1E]
http://linked.open...i/riv/nazevZdroje
  • Prace naukowe Uniwersytetu Ekonomicznego we Wroclawiu
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Pacáková, Viera
  • Boháčová, Hana
issn
  • 1899-3192
number of pages
http://localhost/t...ganizacniJednotka
  • 25410
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