Taryfikacja w ubezpieczeniach majątkowych z wykorzystaniem modeli mieszanych

• Autorzy: Alicja Wolny-Dominiak
• Języki publikacji: PL

Abstrakty

Celem niniejszej pracy jest zatem zaproponowanie modeli statystycznych do taryfikacji uwzględniających obecną specyfikę masowych portfeli ubezpieczeniowych traktowanych jako zbiory obserwacji - próby statystyczne. Formalnie proponowane modele są regresyjnymi modelami mieszanymi klasy HGLM (ozn. Hierarchical Generalized Linear Model (HGLM)) oraz NLMM (ozn. Non-Linear Mixed Model (NLMM)). (fragment tekstu)

Słowa kluczowe

PL

Statystyka; Modele nieliniowe; Ubezpieczenia majątkowe

EN

Statistics; Nonlinear models; Property insurance

• Czasopismo: Prace Naukowe / Uniwersytet Ekonomiczny w Katowicach
• Rocznik: 2014
• Strony: 176

Twórcy

autor

Alicja Wolny-Dominiak

• Uniwersytet Ekonomiczny w Katowicach

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