Vybrané kredibilné regresné modely v havarijnom poistení

Year, pages: 2006, 168 - 182

In this article we review credibility regression models. The theory of credibility is a summary of methods used for a calculation and a systematic correction of net premiums. The credibility models are designed for situations where the average claim amount evolves in time or depends on other measurable factors. Methods of regression analysis were first time used in the theory of credibility by Hachemeister. His model (model HM) was adjusted by De Vylder for the pur-pose of the practical application. Even though the Hachemeister’s model does not result in a compromise premium, which is the basic requirement expected from credibility models, it provided important information for De Vylder’s model created in 1985. The objective of this article is to show alternatives of an application of DV85 model in the accident automobile insurance, i.e. in the mandatory contractual insurance.

Šoltés, E., Pacáková, V., Šoltésová, T. 2006. Vybrané kredibilné regresné modely v havarijnom poistení. In Ekonomický časopis/Journal of Economics, vol. 54, no.2, pp. 168-182. 0013-3035.

Šoltés, E., Pacáková, V., Šoltésová, T. (2006). Vybrané kredibilné regresné modely v havarijnom poistení. Ekonomický časopis/Journal of Economics, 54(2), 168-182. 0013-3035.