Loss Distributions in Insurance Risk Management

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F15%3A39899785" target="_blank" >RIV/00216275:25410/15:39899785 - isvavai.cz</a>

Výsledek na webu

<a href="http://www.inase.org/library/2015/barcelona/bypaper/ECBAS/ECBAS-03.pdf" target="_blank" >http://www.inase.org/library/2015/barcelona/bypaper/ECBAS/ECBAS-03.pdf</a>

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Loss Distributions in Insurance Risk Management

Popis výsledku v původním jazyce

Probability modelling has a wide range of applications in the field of insurance. An improvement of methods for reducing actuarial risks in insurance company is effective tool for insurance risk management. While the risk assessment of insurance companyin connection with the solvency is a complex and comprehensive problem, the solution starts with statistical modelling of number and amount of individual claims. The objective of this paper is to present possibilities how to obtain appropriate probability model that adequately describes the insurance losses and how to use such model for the purposes of the risk management. Modern computer techniques and statistical software open up a wide field of practical applications for this aim. The paper includesapplication of presented methods based on data of claim amounts in motor third-party liability (MTPL) insurance.

Název v anglickém jazyce

Loss Distributions in Insurance Risk Management

Popis výsledku anglicky

Probability modelling has a wide range of applications in the field of insurance. An improvement of methods for reducing actuarial risks in insurance company is effective tool for insurance risk management. While the risk assessment of insurance companyin connection with the solvency is a complex and comprehensive problem, the solution starts with statistical modelling of number and amount of individual claims. The objective of this paper is to present possibilities how to obtain appropriate probability model that adequately describes the insurance losses and how to use such model for the purposes of the risk management. Modern computer techniques and statistical software open up a wide field of practical applications for this aim. The paper includesapplication of presented methods based on data of claim amounts in motor third-party liability (MTPL) insurance.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

—

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Recent Advances on Economics and Business Administration

ISBN

978-1-61804-293-4

ISSN

2227-460X

e-ISSN

—

Počet stran výsledku

6

Strana od-do

17-22

Název nakladatele

WSEAS Press

Místo vydání

Paris

Místo konání akce

Vídeň

Datum konání akce

15. 3. 2015

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

—