GLM analysis applied on claim severity of motor hull insurance portfolio: an empirical study

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F13%3A86086728" target="_blank" >RIV/61989100:27510/13:86086728 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
GLM analysis applied on claim severity of motor hull insurance portfolio: an empirical study
Original language description
The insured accident probability and the expected claim severity are used in order to estimate the insurance risk capital requirement within the concept SOLVENCY II. In addition to that the GLM analysis of given insurance portfolio is in accordance withthis concept, determining of the appropriate tariffs is closely related to modelling solvency capital requirements on non-life underwriting risk. The paper is devoted to empirical models for claim severity for given motor hull insurance portfolio over the years 2005-08. We put great emphasis on the incorporating of large claims in the claim severity model and we present some potential methods for that purpose.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Actuarial Science in Theory and in Practice : the 9th international scientific conference : proceedings : 7 November 2013, Bratislava, Slovakia
ISBN
978-80-225-3639-4
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
161-169
Publisher name
Ekonóm
Place of publication
Bratislava
Event location
Bratislava
Event date
Nov 7, 2013
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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