Alicja Wolny-Dominiak

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Verified

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• PhD
• Associate Professor at University of Economics in Katowice

The study focuses on improving the ex ante prediction accuracy assessment in the case of forecasting various house price dispersion measures in the USA. It addresses a critical gap in real estate market forecasting by proposing a novel method for assessing ex ante prediction accuracy under unanticipated shocks. The proposal is based on a parametric...

[https://rjournal.github.io/articles/RJ-2024-004/] The paper presents a new R package qape for prediction, accuracy estimation of various predictors and Monte Carlo simulation studies of properties of both predictors and estimators of accuracy measures. It allows to predict any population and subpopulation characteristics of the response variable b...

This paper addresses the topic of choosing a prediction strategy when using parametric or nonparametric regression models. It emphasizes the importance of ex ante prediction accuracy, ensemble approaches, and forecasting not only the values of the dependent variable but also a function of these values, such as total income or median loss. It propos...

Measuring and predicting price dispersion on the real estate market is an important issue for both investors and policymakers. Price dispersion in the housing market can be seen as an additional dimension for measuring social inequality and one of the main goals of public policies that focus on life satisfaction and the accumulation of permanent we...

Harmful Internet use (HIU) is a term coined for the unintended use of the Internet. In this study, we propose a more accurate HIU measuring method based on the peer assessment and differential evolution approach. The sample data comprises a juvenile population in Poland; 267 subjects assessed 1,513 peers. In addition to classic statistical analysis...

[ The paper: https://www.sciencedirect.com/science/article/pii/S187705092201208X ] In the last few decades, insurance companies have adopted the application of data mining and statistical methods in daily practice providing the numerous advantages: shorter data processing times, more sophisticated methods for more accurate data analysis, better dec...

We present a new R package 'qape' for prediction, accuracy estimation of various predictors and Monte Carlo simulation studies of properties of both predictors and estimators of accuracy measures. It allows to predict any population and subpopulation characteristics of the response variable based on the Linear Mixed Model. The response variable can...

Objective: The paper presents an analysis of the affluence in macroregions of Poland based on statistical measures of income distribution.Research Design & Methods: The analysis uses a group of measures based on the distribution of income in the population studied. The measures characterise a given population in terms of the extent and / or intensi...

Nowadays, the sustainability risks and opportunities start to affect strongly insurance companies in regard to the resulting additional variability of future values of variables taken into account in the decision processes. This is important especially in the era of sustainable non-life insurance promoting, among others, the use of ecological car e...

This package allows to compute the affluence indices (average affluence gap, income share of the top p %, richness headcount ratio, concave and convex measures of affluence) and to construct the confidence intervals for the affluence indices. The affluence line is defined by the user as multiple of the income median. This package also allows to com...

Abstract We forecast 1,000,000 COVID-19 cases outside of China by March 31st, 2020 based on a heuristic and WHO situation reports. We do not model the COVID-19 pandemic; we model only the number of cases. The proposed heuristic is based on a simple observation that the plot of the given data is well approximated by an exponential curve. The expone...

Abstract We forecast 1,000,000 COVID-19 cases outside of China by March 31st, 2020 based on a heuristic and WHO situation reports. We do not model the COVID-19 pandemic; we model only the number of cases. The proposed heuristic is based on a simple observation that the plot of the given data is well approximated by an exponential curve. The expone...

We forecast 1,000,000 COVID-19 cases outside of China by March 31st, 2020 based on a heuristic and WHO situation reports. We do not model the COVID-19 pandemic; we model only the number of cases. The proposed heuristic is based on a simple observation that the plot of the given data is well approximated by an exponential curve. The exponential curv...

We forecast 1,000,000 COVID-19 cases outside of China by March 31st, 2020 based on a heuristic and WHO situation reports. We do not model the COVID-19 pandemic; we model only the number of cases. The proposed heuristic is based on a simple observation that the plot of the given data is well approximated by an exponential curve. The exponential curv...

[ https://doi.org/10.1080/03610918.2020.1740263 ] This article considers the hierarchical generalized linear model (HGLM) for loss reserving in a non-life insurance. In the current insurance practice, insurance companies use generalized linear models (GLM) for prediction of the total loss reserve. This model, however, requires the assumption of ind...

In this study, differential evolution (DE) optimization is proposed for rating scale predictability improvement. An arbitrary assignment of equal values for rating scale items is used as the classifier although domain experts are aware that the contribution of individual items may vary. Most academic examinations are conducted by the use of rating...

This study presents compelling social indicators of such magnitude that they cannot be ignored. The statistical evidence shows that data breaches of electronic health records have taken place at an unprecedented scale. Currently, the number of individuals affected, as regulations of Health Insurance Portability and Accountability Act refers to us,...

This book aims to present R program and its capabilities in ratemaking and loss reserving in property and casualty insurance. Generalized Linear Model is a popular statistical tool now used by insurance companies. The model is most often applied in risk assessment for short-term insurance schemes generating mass risk portfolios and in loss reserve...

The aim of the paper was to identify the extent of richness in Polish big cities. Basic characteristics, inequality and polarization measures, and richness measures were used to characterize income distribution of the total sample. There were calculated measures of richness (richness headcount ratios and income share of the top 10%), selected inequ...

The prediction of total loss reserve in non-life insurance company is considered. One of the methods currently used in practice applies the generalized linear model (GLM). In the literature one can find the justified extension of the GLM to the hierarchical generalized linear model (HGLM) for loss reserving. A limitation in the use of the HGLM is t...

This study presents an innovative method for reducing the number of rating scale items without predictability loss. The "area under the receiver operator curve" method (AUC ROC) is used for the stepwise method of reducing items of a rating scale. RatingScaleReduction R package contains the presented implementation. Differential evolution (a metaheu...

This study presents an innovative method for reducing the number of rating scale items without predictability loss. The "area under the re- ceiver operator curve method" (AUC ROC) is used to implement in the RatingScaleReduction package posted on CRAN. Several cases have been used to illustrate how the stepwise method has reduced the number of rati...

RatingScaleReduction package reduces items in a rating scale by a new procedure of reducing items in a rating scale.

[Conference proceedings pdf: https://fim2.uhk.cz/mme/index.php?page=conferenceproceedings ] Mean squared error (MSE) is the mean of squared errors which have positively skewed distribution. It means that the mean (here: MSE) should not be used as the only measure to describe the prediction accuracy even in terms of the average. The new measure of...

This paper presents the hierarchical generalized linear model (HGLM) for loss reserving in a non-life insurance company. Because in this case the error of prediction is expressed by a complex analytical formula, the error bootstrap estimator is proposed instead. Moreover, the bootstrap procedure is used to obtain full information about the error by...

process of classification of the mass risk portfolio into risk groups where the same premium corresponds to each risk. As generalised linear models are usually applied, the process requires the independence between the average value of claims and the number of claims. However, in literature this assumption is called into question. The interest of t...

W dzisiejszej praktyce ubezpieczeniowej taryfikacja w masowych portfelach ryzyk przeprowadzana jest z wykorzystaniem regresyjnych modeli GLM. Najczęściej mode-luje się osobno zmienne losowe będące liczbą szkód oraz wartością szkody dla pojedyncze-go ryzyka, zakładając niezależność pomiędzy tymi zmiennymi. W artykule przedstawiono alternatywne podej...

Package ‘MixedPoisson’ - The estimation of the parameters in Mixed Poisson models

Wprowadzenie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Rozdział 1. Wprowadzenie do taryfikacji w ubezpieczeniach majatkowych . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 1.1. Charakterystyka taryfikacji . . . . . . . . . . . . . . . . . . . . . . . . 16 1.2. Charakterystyka modelu mieszanego w t...

We consider the problem of estimating IBNR (Incurred But Not Reported) loss reserves in non-life insurance. The literature proposes a wide variety of methods to estimate IBNR reserves, mostly based on the chain-ladder approach (Mack, 1993). In this paper we focus on two methods, in which unobservable risk parameters U=(U1,...,Uk)' are taken into ac...

Important part of data analysis in insurance business is the construction of a fair tariff structure called classification ratemaking. The goal of this classification is partition all policies in particular portfolio into homogeneous classes. Within every class, all policyholders pay the same pure premium. To design classification rating plans, act...

Insurance datasets, which are often used in claims severity and claims frequency modelling. It helps testing new regression models in those problems, such as GLM, GLMM, HGLM, non-linear mixed models etc. Most of the data sets are applied in the project ``Mixed models in ratemaking'' supported by grant NN 111461540 from Polish National Science Cente...

In the paper we focus on the method for estimating IBNR (Incurred But Not Reported) loss reserves in non-life insurance based on growth curve modeling (Clark, 2003), called by author as the Cape Cod method. The literature proposes a wide variety of methods to estimate IBNR reserves, mostly using the chain-ladder technique. In this paper we investig...

In the non-life insurance, an important position in the insurance fund is total loss reserve (IBNR). The literature proposes a wide variety of stochastic methods for estimating the loss reserve, based largely on the chain-ladder technique [Mack 1993; Mack 1999; Wüthrich, Merz 2008]. This paper presents an approach based on the estimation of the gro...

The main objective of this paper is to present spatial dependences analysis using measures of global and local spatial autocorrelation with R software. The analysis is carried out using the real data set of budget incomes of counties in Poland.