Zobrazeno 1 - 10
of 953
pro vyhledávání: '"collective risk model"'
The collective risk model (CRM) for frequency and severity is an important tool for retail insurance ratemaking, macro-level catastrophic risk forecasting, as well as operational risk in banking regulation. This model, which is initially designed for
Externí odkaz:
http://arxiv.org/abs/2110.09657
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
Insurance data can be asymmetric with heavy tails, causing inadequate adjustments of the usually applied models. To deal with this issue, hierarchical models for collective risk with heavy-tails of the claims distributions that take also into account
Externí odkaz:
http://arxiv.org/abs/2101.09022
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
Publikováno v:
In Insurance Mathematics and Economics September 2021 100:309-328
Publikováno v:
In Insurance Mathematics and Economics January 2021 96:127-139
Autor:
Sukono Sukono, Kalfin Kalfin, Riaman Riaman, Sudradjat Supian, Yuyun Hidayat, Jumadil Saputra, Mustafa Mamat
Publikováno v:
Decision Science Letters, Pp 211-222 (2022)
In Indonesia, natural disasters cases have significantly increased from time to time and have the largest impact on economic losses. To avoid losses in the future due to natural disasters, the insurance company needs to estimate the risk and determin
Externí odkaz:
https://doaj.org/article/a98ac5e8e5f341c0b50f145567798c75
Autor:
KARTAL, Mahmut1, BARDAKÇI, Sait2
Publikováno v:
Ataturk University Journal of Economics & Administrative Sciences. Oct2019, Vol. 33 Issue 4, p1083-1096. 14p.
Autor:
Boratyńska, Agata
Publikováno v:
Statistics in Transition. New Series. 22(3):123-140
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1002354
Publikováno v:
Scandinavian Actuarial Journal. Mar2002, Vol. 2002 Issue 1, p37-44. 8p.