Zagadnienia kalkulacji składki zaufania na podstawie łącznej wartości i liczby szkód
Calculation of credibility premium on the basis of number and total amount of claims

Summary/Abstract: In this article we consider the issue of calculation of best linear predictors for claim amount in the next period. We present premiums calculated on the basis of the number of claims, on the basis of claim amount or based on both of these variables. We also calculate and compare mean square errors of predictors and show which predictor is best. Moreover, we consider consequences of certain simplifying assumptions on risk parameters for the premiums and their mean square errors. Finally we present simple numerical example illustrating main ideas of this article.

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