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Title:Modeliranje avtomobilskih zavarovanj z generaliziranimi linearnimi modeli
Authors:ID Pirš, Gregor (Author)
ID Bokal, Drago (Mentor) More about this mentor... New window
ID Brglez, Špela (Comentor)
Files:.pdf MAG_Pirs_Gregor_2016.pdf (507,71 KB)
MD5: 49FDD895BD7D912FB4C188D6649E9A42
 
Language:Slovenian
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FNM - Faculty of Natural Sciences and Mathematics
Abstract:V delu bomo najprej predstavili osnove določanja premij v zavarovalništvu. Nato bomo podrobneje predstavili generalizirane linearne modele. Prikazali bomo matematično podlago teh modelov in nabor statističnih testov za njihovo preverjanje. V drugem delu bomo predstavili uporabo teorije na primeru zavarovanj avtomobilske odgovornosti. Napravili bomo model in testirali njegovo teoretično ustreznost. Na koncu bomo predstavili možnosti uporabe omenjenega modela za analizo poslovanja zavarovalnice in za določanje novih premij.
Keywords:Generalizirani linearni modeli, določanje premij, zavarovalništvo, R.
Place of publishing:Maribor
Publisher:[G. Pirš]
Year of publishing:2016
PID:20.500.12556/DKUM-57648 New window
UDC:519.673(043.2)
COBISS.SI-ID:22053384 New window
NUK URN:URN:SI:UM:DK:HUQBRY6C
Publication date in DKUM:30.03.2016
Views:1986
Downloads:216
Metadata:XML DC-XML DC-RDF
Categories:FNM
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Secondary language

Language:English
Title:Modeling of car insurance with generalized linear models
Abstract:In this thesis, we first present the basics of pricing in insurance. Then we present generalized linear models in detail. We show mathematical basis of these models and a set of statistical tests for validation. In the second part, we present a practical use of the theory on an example of MTPL insurance. We construct a model and test it for theoretical correctness. In the end, we show different uses of the model to analyze insurance company's business and set new premium prices.
Keywords:Generalized linear models, pricing, insurance, R.


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