modeling loss data by phase-type distribution

پایان نامه
چکیده

بیمه گران همیشه بابت خسارات بیمه نامه های تحت پوشش خود نگران بوده و روش هایی را جستجو می کنند که بتوانند داده های خسارات گذشته را با هدف اتخاذ یک تصمیم بهینه مدل بندی نمایند. در این پژوهش توزیع های فیزتایپ در مدل بندی داده های خسارات معرفی شده که شامل استنباط آماری مربوطه و استفاده از الگوریتم em در برآورد پارامترهای توزیع است. در پایان امکان استفاده از این توزیع در مدل بندی داده های گروه بندی شده بررسی شده است. نتایج نشان می دهد که این برازش این توزیع ها بر روی داده های گروه بندی شده بسیار نزدیک به توزیع تحربی داده بوده و در پایان کارایی الگوریتم بر روی داده های واقعی زیان بیمه بدنه اتومبیل بررسی شده است.

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