Aggregation of underwriting risks in insurance industry of Iran using vine copula
نویسندگان
چکیده
منابع مشابه
pricing unemployment insurance : the case of iran
employees always concern about losing their job , or in other word , losing their income resources. for this purpose, every government requires strong system for covering these concerns. the unemployment insurance (ui) program’s can be used for achieving this goal. in this thesis, we price ui based on the insurance history of employee and the duration of being unemployed. we use the weibull dis...
A model of existing risks in Iran’s insurance industry
Iranian insurance industry requires a mutation and serious change so that it can be addressed on the world field. One thing, which could considerably help the Iranian insurance companies, is strategic management. However, the results of researches indicate that many processes of strategy are leading to the failure in organizations and this, in addition to imposing additional expenditures to org...
متن کاملThe model of strategic management risks in Iran’s insurance industry
Strategic management is one of the ways that could considerably help the Iranian insurance companies with a serious change so that they can be addressed on the world field. The results of researches indicate that many processes of strategy are leading to the failure in organizations. Strategies faced with failures, in addition to imposing additional expenditures to organization, leads to loss o...
متن کاملan application of fuzzy logic for car insurance underwriting
در ایران بیمه خودرو سهم بزرگی در صنعت بیمه دارد. تعیین حق بیمه مناسب و عادلانه نیازمند طبقه بندی خریداران بیمه نامه براساس خطرات احتمالی آنها است. عوامل ریسکی فراوانی می تواند بر این قیمت گذاری تاثیر بگذارد. طبقه بندی و تعیین میزان تاثیر گذاری هر عامل ریسکی بر قیمت گذاری بیمه خودرو پیچیدگی خاصی دارد. در این پایان نامه سعی در ارائه راهی جدید برای طبقه بندی عوامل ریسکی با استفاده از اصول و روش ها...
securitization of mortality risks in life annuities
insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Risk Governance and Control: Financial Markets and Institutions
سال: 2015
ISSN: 2077-4303,2077-429X
DOI: 10.22495/rgcv5i4c1art4