Modele autoregresji i wektorowej autoregresji w prognozowaniu podstawowych zmiennych charakteryzujących rynek ubezpieczeń działu II
The application of autoregressive models and vector autoregressive models in forecasting basic variables on the non-life insurance market

Summary/Abstract: The paper presents the application of autoregressive models and vector autoregressive models in forecasting basic variables on the non-life insurance market. The variables chosen for the analysis include gross written premiums, gross claims paid and net-operating expenses. The models are based on the quarterly data from the period 2003-2010. The authors attempt to determine which models can be successfully used in forecasting: SARIMA, SARIMAX, VAR, VECM, ARDL. The validity of the forecasts and the evaluation of the models will be conducted using ex post measures.

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