Insurance Applications of Some New Dependence Models Derived from Multivariate Collective Models
نویسندگان
چکیده
منابع مشابه
the application of multivariate probit models for conditional claim-types (the case study of iranian car insurance industry)
هدف اصلی نرخ گذاری بیمه ای تعیین نرخ عادلانه و منطقی از دیدگاه بیمه گر و بیمه گذار است. تعین نرخ یکی از مهم ترین مسایلی است که شرکتهای بیمه با آن روبرو هستند، زیرا تعیین نرخ اصلی ترین عامل در رقابت بین شرکتها است. برای تعیین حق بیمه ابتدا می باید مقدار مورد انتظار ادعای خسارت برای هر قرارداد بیمه را برآورد کرد. روش عمومی مدل سازی خسارتهای عملیاتی در نظر گرفتن تواتر و شدت خسارتها می باشد. اگر شر...
15 صفحه اولMultivariate Frequency-Severity Regression Models in Insurance
In insurance and related industries including healthcare, it is common to have several outcome measures that the analyst wishes to understand using explanatory variables. For example, in automobile insurance, an accident may result in payments for damage to one’s own vehicle, damage to another party’s vehicle, or personal injury. It is also common to be interested in the frequency of accidents ...
متن کاملon some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
15 صفحه اولMultivariate negative binomial models for insurance claim counts
It is no longer uncommon these days to find the need in actuarial practice to model claim counts from multiple types of coverage, such as the ratemaking process for bundled insurance contracts. Since di↵erent types of claims are conceivably correlated with each other, the multivariate count regression models that emphasize the dependency among claim types are more helpful for inference and pred...
متن کاملLessons in disguise: multivariate predictive mistakes in collective choice models
Many political processes can be characterized as repeated collective decisions, in which individual choices rendered by the same actors are combined to produce salient outcomes (e.g., voting in legislatures). The inherent interdependence among the choices within repeated collective decisions is often missed in statistical analysis. I introduce the joint prediction error (JPE)—a grouping of indi...
متن کاملذخیره 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: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2742175