期刊名称：International Scientific Journal of Management Information Systems
印刷版ISSN：1452-774X
出版年度：2006
卷号：1
期号：1
页码：58
出版社：University of Novi Sad
摘要：In this article we reviewed the two-way crossed classification credibility model. This model is an extension of the hierarchical models of Jewell and Taylor. When the risk factors are not nested then 3 hierarchical model is not applicable. In the crossed classification credibility models, the risk factors are modelled without restrictions of a hierarchical structure and that makes them of great practical interest. In the two-way crossed classification credibility model the risks in a portfolio are classified based on two risk factors. In this model the credibility premium for a certain contract is equal to the overall mean for the portfolio plus adjustments for the risk experience within the contract itself and the risk experience within the class of the risk factors to which it belongs. The objective of this article is to show alternatives of an application of crossed classification credibility models in third-party auto insurance in Slovak Republic.
