Statistical Analysis of the CASCO Insurance Portfolio

The goal of the research is a comprehensive study of the CASCO insurance portfolio. The object of the study is the CASCO insurance portfolio. The subject of the research is the identification and assessment of the influence of various factors on the unprofitability of the CASCO insurance portfolio. In accordance with the goal of the study, the following tasks were set and solved: 1) to study the theoretical aspects necessary for econometric research; 2) to make a research plan; 3) to collect original data; 4) to process original data; 5) to conduct a statistical analysis of unprofitable CASCO insurance contracts; 6) to construct a generalized linear model to study the effect of selected factors on unprofitability. The study of the data was carried out according to a plan developed on the basis of the CRISP-DM methodology. A significant part of the study is related to data preparation, because the result of the study depends on the quality of the data. The practical part of the study presents the results of a statistical analysis of unprofitable insurance contracts and the results of building a generalized linear model. The features of the CASCO insurance portfolio were found with the help of statistical analysis. The generalized linear model showed good results in quality control and was recommended for implementation in the activities of the insurance company.