Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Vladimír Mucha"'
Publikováno v:
Statistika: Statistics and Economy Journal, Vol 104, Iss 3, Pp 320-335 (2024)
Our aim in this paper is to show the use of survival Clayton copula as a suitable tool for modelling risk dependencies in insurance. Apurpose-built simulation of an adequate upper tail dependence can be an important part of the aggregation of risks i
Externí odkaz:
https://doaj.org/article/179c4c4fdb594321ac67fa647738e558
Publikováno v:
Statistika: Statistics and Economy Journal, Vol 102, Iss 4, Pp 409-425 (2022)
The aim of this paper is to present the use of simulations of non-homogeneous Markov chains in discrete time in the context of the problem of long-term care delivery. The object of investigation is to model the distribution of clients into different
Externí odkaz:
https://doaj.org/article/273be6fab86940eaa078b6754c5161c3
Publikováno v:
Statistika: Statistics and Economy Journal, Vol 99, Iss 4, Pp 451-467 (2019)
Pricing is a quite complex endeavour, understood as a process with beginning and end where several different tasks have to be executed in a certain order. Set the price for some individual policy can be considered an art, taking into consideration va
Externí odkaz:
https://doaj.org/article/bb9b63f9c03f4cb896c2fe26e8928940