Return to search

Tweedie modely pro oceňování a rezervování / Tweedie models for pricing and reserving

This presented thesis deals with applications of Tweedie compound Poisson model in non-life insurance pricing and claims reserving. Tweedie models are exponen- tial dispersion models with power mean-variance relationships and compound Poisson distribution is a particular Tweedie model. The interest in Tweedie com- pound Poisson model is motivated by its applications to generalized linear models (GLMs) and generalized estimation equations (GEE). The purpose of this thesis is to construct pricing and claims reserving models in which the response variables follow Tweedie compound Poisson model. Theoretical approaches are applied on the real datasets. 1

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:357199
Date January 2017
CreatorsSmolárová, Tereza
ContributorsPešta, Michal, Cipra, Tomáš
Source SetsCzech ETDs
LanguageEnglish
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

Page generated in 0.0015 seconds