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| Description
| - Cílem tohoto článku je rozebrat efekty odchylek datového souboru od hypotetické normality. Uvažujeme dva modely, nejprve první penzijní pilíř pro velmi malý počet pozorování, který může být užitečný v případě startu penzijního systému nebo v jeho počátečních fázích. Druhým modelem je modelování IBNR rezerv pro středně velký počet pozorování. K testování normality je využito následujících klasických, robustních a modifikovaných testů normality: Anderson-Darlingova testu (AD), Cramer-von Misessova testu (CM), D`Agostinova testu (DT), Jarque-Bera testu (JB), Jarque-Bera-Urzua testu (JBU), robustního Jarque-Bera testu (RJB), Lilliefors (Kolmogorov-Smirnov) testu (L(KS)), Pearsonova chí-kvadrát testu (PT), directed SJ testu (dirSJ), Shapiro-Wilkova testu (SW), Shapiro-Francia testu (SF), Gearyho testu (GT), Uthoffova testu (UT), directed Bonett-Seierova testu (dirBS), testu šikmosti (SKT), testu špičatosti (KT), medcouple testu (MC) a modifikovaných JB, JBU, RJB a RJBU testu (RT testy). Například RTJB(U) (cs)
- The aim of this paper is to discuss effects of deviations from hypothetized normality. Two models are considered, one is the first pension pillar (and we consider here very small samples, which plays some role at start of some pension system or at early phases of it) and second one of modeling for IBNR (here we consider mid-samples). We will show that at early phases of 1st pension pillar in Slovakia the estimation of upper probability of oversizing of critical constant given by Potocký and Stehlík, 2005, fits well. For the case of IBNR reserves, the date given by Stelljes, 2006, are significantly more skewed and thus further research is needed for appropriate modelling of these reserves.
- The aim of this paper is to discuss effects of deviations from hypothetized normality. Two models are considered, one is the first pension pillar (and we consider here very small samples, which plays some role at start of some pension system or at early phases of it) and second one of modeling for IBNR (here we consider mid-samples). We will show that at early phases of 1st pension pillar in Slovakia the estimation of upper probability of oversizing of critical constant given by Potocký and Stehlík, 2005, fits well. For the case of IBNR reserves, the date given by Stelljes, 2006, are significantly more skewed and thus further research is needed for appropriate modelling of these reserves. (en)
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| Title
| - On normality assumptions for claims in insurance
- K předpokladům normality pojistných událostí (cs)
- On normality assumptions for claims in insurance (en)
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| skos:prefLabel
| - On normality assumptions for claims in insurance
- K předpokladům normality pojistných událostí (cs)
- On normality assumptions for claims in insurance (en)
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| skos:notation
| - RIV/62156489:43110/09:00139265!RIV09-MSM-43110___
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| http://linked.open...avai/riv/aktivita
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| http://linked.open...avai/riv/aktivity
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| http://linked.open...iv/cisloPeriodika
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| http://linked.open...vai/riv/dodaniDat
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| http://linked.open...aciTvurceVysledku
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| http://linked.open.../riv/druhVysledku
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| http://linked.open...iv/duvernostUdaju
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| http://linked.open...titaPredkladatele
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| http://linked.open...dnocenehoVysledku
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| http://linked.open...ai/riv/idVysledku
| - RIV/62156489:43110/09:00139265
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| http://linked.open...riv/jazykVysledku
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| http://linked.open.../riv/klicovaSlova
| - pension pillar; IBNR; modified tests of normality; classical tests of normality; robust tests of normality (en)
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| http://linked.open.../riv/klicoveSlovo
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| http://linked.open...odStatuVydavatele
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| http://linked.open...ontrolniKodProRIV
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| http://linked.open...i/riv/nazevZdroje
| - Acta Universitatis agriculturae et silviculturae Mendelianae Brunensis : Acta of Mendel University of agriculture and forestry Brno = Acta Mendelovy zemědělské a lesnické univerzity v Brně
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| http://linked.open...in/vavai/riv/obor
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| http://linked.open...ichTvurcuVysledku
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| http://linked.open...cetTvurcuVysledku
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| http://linked.open...UplatneniVysledku
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| http://linked.open...v/svazekPeriodika
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| http://linked.open...iv/tvurceVysledku
| - Střelec, Luboš
- Stehlík, Milan
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| issn
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| number of pages
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| http://localhost/t...ganizacniJednotka
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| is http://linked.open...avai/riv/vysledek
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