Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Krzysztof J. Stroiński"'
Publikováno v:
Insurance: Mathematics and Economics. 26:251-267
The paper presents a recursive method of calculating ruin probabilities for non-Poisson claim processes, by looking at the surplus process embedded at claim instants. The developed method is exact. The processes considered have both claim sizes and t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9da5888ac8bf7e990a7f9c583b444596
https://doi.org/10.1016/s0167-6687(99)00047-5
https://doi.org/10.1016/s0167-6687(99)00047-5
Autor:
Philip Booth, Krzysztof J. Stroiński
Publikováno v:
Communist Economies and Economic Transformation. 6:385-409
(1994). The development of competition and Privatisation of insurance institutions in Poland: Lessons for the actuarial profession and regulators. Communist Economies and Economic Transformation: Vol. 6, No. 3, pp. 385-409.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e295d00d926e48986a4b2a375f57d14f
https://doi.org/10.1080/14631379408427799
https://doi.org/10.1080/14631379408427799
Autor:
Krzysztof J. Stroiński, P. Sprent
Publikováno v:
Journal of the Royal Statistical Society. Series A (Statistics in Society). 153:118
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::154452a142815707e7557403df964d5d
https://doi.org/10.2307/2983121
https://doi.org/10.2307/2983121
Autor:
Iain D. Currie, Krzysztof J. Stroiński
Publikováno v:
Insurance: Mathematics and Economics. 8:35-46
This paper uses generalized linear models to assess risk in an automobile insurance portfolio. The effect on the model fitting process of the aggregation of individual policies into homogeneous classes is examined. Problems of scale are discussed wit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::788c0ff164f0455521596abfe8e78b85
https://doi.org/10.1016/0167-6687(89)90045-0
https://doi.org/10.1016/0167-6687(89)90045-0