Search Results - subject:"third-party liability insurance"

Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis

Reiff, Marian; Šoltés, Erik; Komara, Silvia; … - In: Equilibrium : quarterly journal of economics and … 17 (2022) 3, pp. 803-842

Persistent link: https://www.econbiz.de/10013450514

EM estimation for the bivariate mixed exponential regression model

Chen, Zezhun; Dassios, Angelos; Tzougas, George - In: Risks : open access journal 10 (2022) 5, pp. 1-13

In this paper, we present a new family of bivariate mixed exponential regression models for taking into account the positive correlation between the cost of claims from motor third party liability bodily injury and property damage in a versatile manner. Furthermore, we demonstrate how maximum...

Persistent link: https://www.econbiz.de/10013357344

Information asymmetry, ex ante moral hazard, and uninsurable risk in liability coverage : evidence from China's automobile insurance market

Zheng, Hao; Yao, Yi; Deng, Yinglu; Gao, Feng - In: The journal of risk & insurance 89 (2022) 1, pp. 131-160

Persistent link: https://www.econbiz.de/10012819718

Determinants of development of third party liability insurance: Selected approaches, experience and trends in Poland

Gasińska, Maria - In: Foundations of Management 8 (2016) 1, pp. 123-138

The article constitutes an attempt at discussing the determinants of the development of third party liability insurance … factors are linked to the functioning of both the demand and the supply aspect of the third party liability insurance market … groups of factors responsible for the third party liability insurance market expansion, namely: (a) determinants resulting …

Persistent link: https://www.econbiz.de/10011923128

Determinants of development of third party liability insurance : selected approaches, experience and trends in Poland

Gasińska, Maria - In: Foundations of Management : the journal of Warsaw … 8 (2016) 1, pp. 123-138

Persistent link: https://www.econbiz.de/10011855644

EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: An application to insurance ratemaking

Tzougas, George - In: Risks 8 (2020) 3, pp. 1-23

This article presents the Poisson-Inverse Gamma regression model with varying dispersion for approximating heavy-tailed and overdispersed claim counts. Our main contribution is that we develop an Expectation-Maximization (EM) type algorithm for maximum likelihood (ML) estimation of the...

Persistent link: https://www.econbiz.de/10013200630

EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion : an application to insurance ratemaking

Tzougas, George - In: Risks : open access journal 8 (2020) 3/97, pp. 1-23

Persistent link: https://www.econbiz.de/10012293316

General linear model: an effective tool for analysis of claim severity in motor third party liability insurance

Šoltés, Erik; Zelinová, Silvia; Bilíková, Mária - In: Statistics in transition : an international journal of … 20 (2019) 4, pp. 13-31

The paper focuses on the analysis of claim severity in motor third party liability insurance under the general linear …, and, consequently, to determine net premiums for motor insurance (regardless of whether for motor third party liability … insurance or casco insurance. …

Persistent link: https://www.econbiz.de/10012158124

Functions of the bonus-malus system in the motor third party liability insurance of motor vehicle owners

Szymańska, Anna - In: Economic and Environmental Studies (E&ES) 18 (2018) 2, pp. 925-942

The bonus-malus system is one of the stages of the ratemaking process in motor liability insurance. The purpose of the work is to discuss the role of the bonus-malus systems in the ratemaking and to present their functions. The article reviews the measures for assessment of the ratemaking...

Persistent link: https://www.econbiz.de/10011984388

Functions of the bonus-malus system in the motor third party liability insurance of motor vehicle owners

Szymańska, Anna - In: Economic and environmental studies : a journal for … 18 (2018) 2, pp. 925-942

Persistent link: https://www.econbiz.de/10011875903