The Hierarchical Credibility Model as a Generalisation of the Bühlmann-Straub Model and Its Application

• Autorzy: Viera Pacakova , Erik Soltes , Tatiana Soltesova
• Języki publikacji: EN

Abstrakty

EN

This paper reviews the hierarchical credibility model as an extension of the Bühlmann-Straub model. It also describes credibility estimation for the premium using assumptions from the Bühlmann-Straub model at the particular levels of the hierarchical structure. The paper also includes an application of credibility theory and techniques for motor vehicle third-party liability insurance. (fragment of text)

Słowa kluczowe

EN

Credibility; Insurances; Motor insurance; Bühlmann-Straub model

PL

Wiarygodność; Ubezpieczenia; Ubezpieczenia komunikacyjne OC; Model Bühlmanna-Strauba

• Czasopismo: Studia i Prace Uniwersytetu Ekonomicznego w Krakowie
• Rocznik: 2010
• Numer: nr 11
• Strony: 151--162

Twórcy

autor

Viera Pacakova

• University of Economics in Bratislava, Slovakia

autor

Erik Soltes

• University of Economics in Bratislava, Slovakia

autor

Tatiana Soltesova

• University of Economics in Bratislava, Slovakia

Bibliografia

• Bühlmann, H. and Gisler, A. (2005) A Course in Credibillty Theory and Its Aapplications. Berlin: Springer.
• Goovaerts, M. J. et al. (1990) Effective Actuarial Methods. Amsterdam: North-Holland.
• Pacáková, V. (2000) Aplikovaná poistná štatistika. Bratislava: Elita.
• Stankovičová, I. and Vojtková, M. (2007) Viacrozmerné statistické metody s aplikáciami [Multivariate statistical methods with applications]. Bratislava: lura Edition.
• Rubliková, E., Labudová, V. and Sandtnerová, S. (2009) Analýza kategoriálnych údajov [Analysis of categorical data]. Bratislava: Ekonomická univerzita.