Estimation of Claim Frequency by Generalized Linear Models

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10244296" target="_blank" >RIV/61989100:27510/17:10244296 - 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
Estimation of Claim Frequency by Generalized Linear Models
Original language description
Paper is focused on estimation of claim frequency for a motor hull insurance portfolio. In this article is used negative-binomial probability distribution for estimation. Parameters of model are estimated by maximum likelihood method at level of singificant 0,05. Majority of the estimated parameters were statistically significant. The aim of this paper is estimation of claim frequency for a motor hull insurance portfolio. The partial goal of this article is establishment effect of categorical data. Verification of the model parameters has been perfomed by a Wald test. Verification of model has been established by likelihood ratio, pearson residual, Akaike information criterion (AIC), Bayesian information criterion (BIC).
Czech name
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Czech description
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Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Financial Management of Firms and Financial Institutions : 11th international scientific conference : 6th - 7th September 2017, Ostrava, Czech Republic : proceedings.
ISBN
978-80-248-4138-0
ISSN
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e-ISSN
2336-162X
Number of pages
9
Pages from-to
821-830
Publisher name
VŠB - Technická univerzita Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 6, 2017
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000508278200101

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