Results 41 to 50 of about 573 (73)
On the probability of reaching a barrier in an Erlang(2) risk process [PDF]
, 2005 HolaIn this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk process with interoccurrence ...
Claramunt Bielsa, M. Mercè +2 more
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Combining domain knowledge and statistical models in time series analysis
, 2006 This paper describes a new approach to time series modeling that combines subject-matter knowledge of the system dynamics with statistical techniques in time series analysis and regression.
Lai, Tze Leung, Wong, Samuel Po-Shing
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More General Credibility Models [PDF]
This communication gives some extensions of the original Bühlmann model. The paper is devoted to semi-linear credibility, where one examines functions of the random variables representing claim amounts, rather than the claim amounts themselves.contracts,
Virginia ATANASIU
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Is an original paper, which contains a hierarchical model with three levels, for determining the linearized non-homogeneous and homogeneous credibility premiums at company level, at sector level and at contract level, founded on the relevant covariance ...
Constanta Nicoleta BODEA
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, 2008 The purpose of this paper is to study the generalized Fong--Vasicek two-factor interest rate model with stochastic volatility. In this model the dispersion of the stochastic short rate (square of volatility) is assumed to be stochastic as well and it ...
Sevcovic, D., Stehlikova, B.
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Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements [PDF]
With reference to risk adjusted premium principle, in this paper we study excess of loss reinsurance with reinstatements in the case in which the aggregate claims are generated by a discrete distribution.
Antonella Campana, Paola Ferretti
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Assessing the discriminatory power of loss given default models. [PDF]
J Appl Stat, 2022 Kazianka H, Morgenbesser A, Nowak T.
europepmc +1 more source
Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function [PDF]
Is an original paper, which describes techniques for estimating premiums for risks, containing a fraction (a part) of the variance of the risk as a loading on the net risk premium.the linearized credibility formula, the best risk premium – in the sense ...
Virginia ATANASIU
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Comparación de dos tablas demográficas: aproximación a su significación estadística [PDF]
, 2000 En este trabajo se analiza la significación estadística de la posible igualdad de dos tablas demográficas. Concretamente, se presenta la aplicabilidad de un clásico contraste de los métodos estadísticos -el de homogeneidad de dos distribuciones- para ...
Veres, E. J.
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Measuring inequality: application of semi-parametric methods to real life data
, 2017 A number of methods have been introduced in order to measure the inequality in various situations such as income and expenditure. In order to curry out statistical inference, one often needs to estimate the available measures of inequality.
de Wet, Tertius +2 more
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