Taryfikacja a priori z uwzględnieniem efektów przestrzennych
Modelling spatial effects in the a priori risk classification

Summary/Abstract: The standard market practice in automobile insurance is to include informa-tion on the place of residence of the insured as one of the rating factors. In such a situation geographic area is used as a proxy for various risk factors associated with this area, e.g. traffic intensity and commuting patterns. The subject of this paper is to analyze how actuarial risk classification models could be extended to take these spatial effects into account in the most effective way. To this end, a combination of generalized linear mo-dels (GLM) and spatial statistics methods (such as spatial autocorrelation analysis and spatial smoothing) are used.

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