Modele teorii zaufania – metoda kalkulacji składki ubezpieczeniowej w niejednorodnych portfelach polis
Credibility models – calculation of credibility premium in heterogeneous portfolios

Summary/Abstract: One of the most important tasks of an insurance company is insurance premium calculation. Premium should be calculated in the way that allows to accumulate enough money for payout of the compen- sations, coverage of insurance company costs and profit. In order to calculate insurance premium in heterogeneous portfolios (using credibility theory) the policies are grouped into smaller homogenous portfolios. In practice, policies belong to one group if they meet the same assumptions (e.g. similar value and age of insured property, technical parameters, same sum insured, insurance coverage etc.). A credibility premium is a weighted average of an individual risk selected from a portfolio (based on small set of data) and class risk experience (based on a larger but less relevant set of data).The aim of this article is to consider the issue of calculation of premium in heterogeneous portfolios and to present the application of credibility theory.

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