magistrsko delo
Gregor Pirš (Author), Drago Bokal (Mentor), Špela Brglez (Co-mentor)

Abstract

V delu bomo najprej predstavili osnove določanja premij v zavarovalništvu. Nato bomo podrobneje predstavili generalizirane linearne modele. Prikazali bomo matematično podlago teh modelov in nabor statističnih testov za njihovo preverjanje. V drugem delu bomo predstavili uporabo teorije na primeru zavarovanj avtomobilske odgovornosti. Napravili bomo model in testirali njegovo teoretično ustreznost. Na koncu bomo predstavili možnosti uporabe omenjenega modela za analizo poslovanja zavarovalnice in za določanje novih premij.

Keywords

generalizirani linearni modeli;določanje premij;zavarovalništvo;R;magistrska dela;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UM FNM - Faculty of Natural Sciences and Mathematics
Publisher: [G. Pirš]
UDC: 519.673(043.2)
COBISS: 22053384 Link will open in a new window
Views: 1066
Downloads: 156
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Other data

Secondary language: English
Secondary title: Modeling of car insurance with generalized linear models
Secondary abstract: In this thesis, we first present the basics of pricing in insurance. Then we present generalized linear models in detail. We show mathematical basis of these models and a set of statistical tests for validation. In the second part, we present a practical use of the theory on an example of MTPL insurance. We construct a model and test it for theoretical correctness. In the end, we show different uses of the model to analyze insurance company's business and set new premium prices.
Secondary keywords: generalized linear models;pricing;insurance;R;master theses;
URN: URN:SI:UM:
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Mariboru, Fak. za naravoslovje in matematiko, Oddelek za matematiko in računalništvo
Pages: 67 f.
ID: 9128478