Forecast of insurance claims number in Poland

Authors

  • Jarosław Krajewski Wyższa Szkoła Bankowa w Toruniu

DOI:

https://doi.org/10.29015/cerem.198

Keywords:

insurance, claims, forecast

Abstract

Presented paper aims to research the possibilities to estimate and forecast claims number in Poland. It is a part of a wider analysis of insurance market in Poland. Empirical analysis concerns claims which relate to the second section of insurance and land vehicles liability, and it was performed on the basis of data from the first quarter of 2004 to the second quarter of 2014.          In the article we compare forecast accuracy of 4 competitive models. The results are encouraging. Model II+ turns out the best model for the second section of insurance whereas for land vehicle liability it was a seasonal-trend model.

References

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Issue

Vol. 15 No. 5 (2015)

Section

Articles

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