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2015 | 16(XVI) | nr 1 | 17--24
Tytuł artykułu

Granular Calculations in the Requirement Analysis of the Polish Market

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The article presents the results of the analysis of the labour market requirements reported by Polish employers. Relations between the type of specialty, enhanced by the competence profile, and the requirement of proficiency in English were sought. The empirical material came from the research implemented within the "Human Capital Balance" project (V edition - 2014). The research procedure consisted of grouping objects with the method of k-means and the induction of decision rules based on the application of theories of rough sets. The analysis was performed using the RSES 2.1 system.(original abstract)
Twórcy
autor
  • West Pomeranian University of Technology
  • The Jacob of Paradyż University of Applied Sciences in Gorzów Wielkopolski, Poland
  • University of Szczecin, Poland
Bibliografia
  • Antonio K., Beirlant J. (2007) Actuarial statistics with generalized linear mixed models, Insurance: Mathematics and Economics 40(1), 58-76.
  • Bornhuetter R. L., Ferguson R. E. (1972) The actuary and IBNR. Proceedings of the Casualty Actuarial Soc. 59, 181-195.
  • Boucher J. P., Davidov D. (2011) On the Importance of Dispersion Modeling for Claims Reserving: An Application with the Tweedie Distribution, Variance 5(2), 158-172.
  • England P. D., Verrall R. J. (1999) Analytic and bootstrap estimates of prediction errors in claims reserving, Insurance: Mathematics and Economics 25(3), 281-293.
  • England P. D., Verrall R. J. (2002) Stochastic claims reserving in general insurance, British Actuarial Journal 8(3), 443-518.
  • Gisler A., Wüthrich M. V. (2008) Credibility for the Chain Ladder Reserving Method, ASTIN Bulletin 38(2), 565-600.
  • Hampel F. R., Ronchetti E. M., Rousseeuw P. J., Stahel W. A. (1986) Robust statistics: the approach based on influence functions. Wiley, New York.
  • Han Z., Gau W. (2008) Estimation of loss reserves with lognormal development factors, Insurance: Mathematics and Economics 42(1), 389-395.
  • Huber P. J. (1981) Robust statistics. Wiley, New York.
  • Jasiulewicz H. (2013) Przestrzeń stanów i filtr Kalmana w teorii ubezpieczeń, Roczniki Kolegium Analiz Ekonomicznych z. 34, Oficyna Wydawnicza SGH, Warszawa, 101-116.
  • Jørgensen B. (1997) The Theory of Dispersion Model, Chapman and Hall, London.
  • Jørgensen B., de Souza M. C. P. (1994) Fitting Tweedie's Compound Poisson Model to Insurance Claims Data, Scandinavian Actuarial Journal 1, 69-93.
  • Liu H., Verrall R. J. (2009) A Bootstrap Estimate of the Predictive Distribution of Outstanding Claims for the Schnieper Model, ASTIN Bulletin 39(2), 677-689.
  • Mack T. (1991) A simple parametric model for rating automobile insurance or estimating IBNR claims reserves, ASTIN Bulletin 21(1), 93-109.
  • Mack T. (1993) Distribution-free calculation of the standard error of chain ladder reserve estimates, ASTIN Bulletin 23(2), 213-225.
  • Mack T. (1999) The standard error of chain ladder reserve estimates: recursive calculation and inclusion of a tail factor, ASTIN Bulletin 29, 361-366.
  • Ntzoufras I., Dellaportas P. (2002) Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty, North American Actuarial Journal 6(1), 113-128.
  • Ohlsson E., Johansson B. (2006) Exact credibility and Tweedie models, ASTIN Bulletin 36(1), 121-133.
  • Peters G. W., Shevchenko P. V., Wüthrich M. V. (2009) Model uncertainty in claims reserving within Tweedie's compound Poisson models, ASTIN Bulletin 39(1), 1-33.
  • Sánchez J. R., Vilar J. L. (2011) Bayesian and credibility estimation for the chain ladder reserving method, Anales 2011, Instituto de Actuarios Españoles, 51-74.
  • Smyth G. K., Jørgensen B. (2002) Fitting Tweedie's compound Poisson model to insurance claims data: dispersion modelling, ASTIN Bulletin 32(1), 143-157.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171404825

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