Fractional polynomials analysis of relation between insured accident and selected risk factors

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F12%3A86082693" target="_blank" >RIV/61989100:27510/12:86082693 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Fractional polynomials analysis of relation between insured accident and selected risk factors

Popis výsledku v původním jazyce

The paper is devoted to the examination of impact of selected risk factors on the insured accidence in motor hull insurance in the Czech Republic. In compliance with these risk factors, it is possible to determine the probability of insured accident foreach policyholder and also to differentiate the paid insurance premiums which should corresponds to the undertaken risk. Therefore the impact of risk factors on the probability of insured accidence should be determined the most precisely. In this purpose, there are considered many joint variables, for instance volume and performance of engine, age of car, age of policyholder, and others. Firstly, using general univariable logistic regression, the most statistically significant risk factors are identified and it is determined how they affects occurrence of insured accident. It is also verified if the relation between them is linear. In the case of non-linearity identified, the most appropriate fractional polynomial function is obtained i

Název v anglickém jazyce

Fractional polynomials analysis of relation between insured accident and selected risk factors

Popis výsledku anglicky

The paper is devoted to the examination of impact of selected risk factors on the insured accidence in motor hull insurance in the Czech Republic. In compliance with these risk factors, it is possible to determine the probability of insured accident foreach policyholder and also to differentiate the paid insurance premiums which should corresponds to the undertaken risk. Therefore the impact of risk factors on the probability of insured accidence should be determined the most precisely. In this purpose, there are considered many joint variables, for instance volume and performance of engine, age of car, age of policyholder, and others. Firstly, using general univariable logistic regression, the most statistically significant risk factors are identified and it is determined how they affects occurrence of insured accident. It is also verified if the relation between them is linear. In the case of non-linearity identified, the most appropriate fractional polynomial function is obtained i

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/GPP403%2F12%2FP692" target="_blank" >GPP403/12/P692: Řízení a modelování pojistných rizik v rámci Solvency II</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2012

Kód důvěrnosti údajů

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

Název statě ve sborníku

Proceedings of 30th International Conference Mathematical Methods in Economics : 11-13 September 2012, Karviná, Czech Republic

ISBN

978-80-7248-779-0

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

956-961

Název nakladatele

Slezská univerzita v Opavě

Místo vydání

Opava

Místo konání akce

Karviná

Datum konání akce

11. 9. 2012

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

000316715900164