Regresijski model povjerenja

U ovom radu opisan je regresijski model povjerenja. Posebna naznaka dana je na jednostavni regresijski model gdje je vrijeme kovarijata, obzirom da je taj model bila osnova za Hachemeisterov problem procjene šteta. Također uveden je pojam procjenitelja povjerenja, odnosno procjenitelja za individualnu premiju. U radu su opisani homogeni i nehomogeni procjenitelj povjerenja, te kako se definiraju kada se nalaze u više dimenzija, odnosno kada postoji portfelj od više rizika.In this graduate thesis the regression credibility model was examined. Particular attention was paid to the simple linear regression case with time as covariable, considering that this model was basis for Hachemeister’s original problem. Also, credibility estimators were introduced, known as estimators for the individual premium. In thesis were described differences between homogenous and inhomogenous credibility estimator, and also definition of them when they are in multidimensional credibility model