20.500.12556/DKUM-19065 BUHLMANNOV-STRAUBOV MODEL VERODOSTOJNOSTI BUHLMANN-STRAUBOV CREDIBILITY MODEL V diplomski nalogi je uporabljen Buhlmann-Straubov model kredibilnosti na konkretnem primeru iz zavarovalništva. Ideja modela je, da želimo čim bolj pravično urediti plačilo premije, in sicer, tisti, ki povzročajo veliko škod, plačajo večjo premijo, in obratno, tisti, ki ne povzročajo škod plačajo osnovno premijo. V zavarovalniški praksi so parametri velikokrat neznani, zato moramo najti cenilko za iskano premijo. Najprej ocenimo tveganje v kolektivu, kjer le-ta predstavlja celotno skupino s podobnim tveganjem. Uporabili in predstavili smo Bayesovo interpretacijo, saj je Bayesova premija znana kot najboljša izkustvena cenilka. Vendar pa Bayesova premija ni povzeta iz podatkov in ni dobljena z ugibanjem, in s tem ne izpolnjuje zahteve po enostavnosti. Zato uporabimo cenilke kredibilnosti, ki jih lahko izrazimo analitično. V diplomski nalogi so prestavljene v različnih modelih in le-ti so osnova za Buhlmann-Straubov model kredibilnosti. In this diploma thesis, we present the Buhlmann-Straub credibility model on a concrete example from the insurance practice. The idea of the model is to regulate the premium impartially. Namely the higher risk insurees shall pay higher insurance premium and vice versa, the ones that are low risk shall pay only basic insurance premium. In insurance practice, the parameters are in most cases unknown, therefore we have to find an estimator for the desired premium. First we estimate the risk in a collective, which forms a group with similar risk. We apply Bayes interpretation, which is known as the most suitable empirical estimator. However, the Bayes premium is not abstracted from data and is not obtained with guessing and consequently does not fulfil the requirement of simplicity. Therefore, we use estimators of credibility that can be expressed analytically. We present various estimators in different models, which are the basis of Buhlman-Straub credibility model. teorija kredibilnosti Buhlmann-Straubov model kredibilnosti cenilke kredibilnosti Bayesova premija čista premija tveganja profil tveganja credibility theory Buhlman-Straub’s credibility model credibility estimators Bayes’s premium pure risk premium risk profile true true false [R. Sinič Ornik] Slovenski jezik Angleški jezik Diplomsko delo 2011-06-17 11:03:35 2011-07-07 13:10:59 2022-04-13 15:03:46 2023-12-25 03:06:38 2011 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 51(043.2) 18507784 URN:SI:UM:DK:0SHAU8QW UNI_Sinic_Ornik_Renata_2011.pdf UNI_Sinic_Ornik_Renata_2011.pdf 1 4B45C6DF2C9D9BBF7D3AB5DFB995EAC3 309b4bddb5bb42404badeff6943c10fbc0c3ee00a9905b320551fe1940e537a5 48a20bb8-7c05-11eb-bb7a-00155d0001ca 20.500.12556/dkum/afc9ee79-9e92-4987-b05b-bbe44c38d633 https://dk.um.si/Dokument.php?lang=slv&id=22882 Fakulteta za naravoslovje in matematiko 0 0 0