Konstrukce modelu stanovení pojistného na bázi metody regresní analýzy

Abstract

The goal of this work is The construction of model for premium determination for section of non-life insurance, first of all property insurance, specifically for accident insurance. The construction of model is based on data of specifically insurer, the insurer is acting in the Czech Republic. The work is dividend into two parts. A theoretical and practical part. The theoretical part is focused on the interpretation of specific terms of the insurance, models of risk, particularly collective model of risk, which is followed by The interpretation of statistical concepts such as probability, the probability distribution of random variables and define methods regression analysis. In the practical part are the theoretical knowledge practicaly used and the model, for determination of the premium, is constructed. The model is constructed from the available data and the construction is based of application of the method of regression analysis. A very important information for the construction of the model is probability of occurrence of insured event. The Model is used in the practical part for a calculating the premium an economical entity.