Zobrazeno 1 - 10
of 76
pro vyhledávání: '"Oh, Rosy"'
In the classical Bonus-Malus System (BMS) in automobile insurance, the premium for the next year is adjusted according to the policyholder's claim history (particularly frequency) in the previous year. Some variations of the classical BMS have been c
Externí odkaz:
http://arxiv.org/abs/2106.00911
Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be represented as the product of the marginal density functions and the copul
Externí odkaz:
http://arxiv.org/abs/2008.12411
Autor:
Jang, Jiwook, Oh, Rosy
As corporates and governments become more digital, they become vulnerable to various forms of cyber attack. Cyber insurance products have been used as risk management tools, yet their pricing does not reflect actual risk, including that of multiple,
Externí odkaz:
http://arxiv.org/abs/2007.04758
For a typical insurance portfolio, the claims process for a short period, typically one year, is characterized by observing frequency of claims together with the associated claims severities. The collective risk model describes this portfolio as a ra
Externí odkaz:
http://arxiv.org/abs/2006.06151
In auto insurance, a Bonus-Malus System (BMS) is commonly used as a posteriori risk classification mechanism to set the premium for the next contract period based on a policyholder's claim history. Even though recent literature reports evidence of a
Externí odkaz:
http://arxiv.org/abs/2003.01860
Typical risk classification procedure in insurance is consists of a priori risk classification determined by observable risk characteristics, and a posteriori risk classification where the premium is adjusted to reflect the policyholder's claim histo
Externí odkaz:
http://arxiv.org/abs/2002.00542
The bonus-malus system (BMS) is a widely used premium adjustment mechanism based on policyholder's claim history. Most auto insurance BMSs assume that policyholders in the same bonus-malus (BM) level share the same a posteriori risk adjustment. This
Externí odkaz:
http://arxiv.org/abs/1910.10313
Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the bivariate copula model, random effect model, and two-part
Externí odkaz:
http://arxiv.org/abs/1906.03604
A Bonus-Malus System (BMS) in insurance is a premium adjustment mechanism widely used in a posteriori ratemaking process to set the premium for the next contract period based on a policyholder's claim history. The current practice in BMS implementati
Externí odkaz:
http://arxiv.org/abs/1903.05851