Alicja Wolny-Dominiak, professor of UE Katowice

University of Economics in Katowice, Poland
Department of Statistical and Mathematical Methods in Economics, mailto: woali@ue.katowice.pl
Repository with R scripts on GitHUB


  • Scientific interests:
  • > Insurance statistics: a priori ratemaking, a posteriori ratemaking, claim reserving, copulas
    > Statistical process control (SPC) - control charts, out-of-signals, capability and performance of process
    > Data analysis, exploration and visualisation
    > Data mining

  • R packages on CRAN
  • > {RatingScaleReduction}
    > {insuranceData}
    > {MixedPoisson}
    > {affluenceIndex}

  • R codes with papers to download
  • > The hierarchical generalized linear model and the bootstrap estimator of the error of prediction of loss reserves in a non-life insurance company ** R code to download
    > Bootstrap Mean Squared Error of Prediction in Loss Reserving ** R code to download
    > Copula-based total claim amount regression model with unobserved risk factor ** R code to download
    > GLM and quantile regression models in a priori ratemaking, Alicja Wolny-Dominiak and Grażyna Trzpiot
    > Loss reserving using growth curve modeling
    > Ranking and classification of automobile insurance policies according to the number of claims ** R code to download

  • References:
  • Monography "Mixed models in ratemaking" ** This work was supported by Polish National Science Centre (NCN) under Grant NN 111461540.
    Monografia "Taryfikacja w ubezpieczeniach majątkowych z wykorzystaniem modeli mieszanych" ** Książka finansowana częściowo przez Narodowe Centrum Nauki (NCN) / Grant NN 111461540.
    > Table of Contents (in Polish)/ Spis treści ** Introduction and References / Wstęp oraz Bibliografia ** R code / Kod R do przykładów


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