PREDICTION OF INSOLVENCY IN NON-LIFE INSURANCE COMPANIES USING SUPPORT VECTOR MACHINES, GENETIC ALGORITHMS AND SIMULATED ANNEALING
نویسندگان
چکیده
منابع مشابه
Genetic programming for the prediction of insolvency in non-life insurance companies
Prediction of non-life insurance companies insolvency has arised as an important problem in the 6eld of 6nancial research, due to the necessity of protecting the general public whilst minimizing the costs associated to this problem, such as the e7ects on state insurance guaranty funds or the responsibilities for management and auditors. Most methods applied in the past to predict business failu...
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در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...
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ژورنال
عنوان ژورنال: FUZZY ECONOMIC REVIEW
سال: 2004
ISSN: 1136-0593,2445-4192
DOI: 10.25102/fer.2004.01.05