Results 311 to 320 of about 1,223,717 (337)
Some of the next articles are maybe not open access.
Non-life Insurance and the Statistician
Journal of the Staple Inn Actuarial Society, 1965At the present time the non-life side of the insurance industry is faced with many difficult problems. The poor results often shown by motor insurance accounts are bringing many insurance men to the conclusion that it is virtually impossible to conduct the business on a sound basis and that they must regard it as an onerous public service.
openaire +1 more source
Assessing Individual Unexplained Variation in Non-Life Insurance
ASTIN Bulletin, 2009AbstractWe consider variation of observed claim frequencies in non-life insurance, modeled by Poisson regression with overdispersion. In order to quantify how much variation between insurance policies that is captured by the rating factors, one may use the coefficient of determination, R2, the estimated proportion of total variation explained by the ...
Hössjer, Ola +3 more
openaire +1 more source
Non-Life Insurance: Mathematics & Statistics
SSRN Electronic Journal, 2013The present manuscript provides a basis in non-life insurance mathematics and statistics which form a core subject of actuarial science. It discusses collective risk modeling, individual claim size modeling, approximations for compound distributions, ruin theory, premium calculation principles, tariffication with generalized linear models, credibility ...
openaire +1 more source
Valuation portfolio in non-life insurance
2010In this chapter we construct the valuation portfolio for a non-life insurance runoff. That is, we study triangular non-life insurance data and based on these data we construct a replicating portfolio in terms of financial instruments. This replicating portfolio (called valuation portfolio) models the outstanding non-life insurance liabilities.
Mario V. Wüthrich +2 more
openaire +1 more source
2008
Solvency II è un complesso progetto di riforma dell’attuale sistema di vigilanza sulla solvibilità delle compagnie di assicurazione europee. Nell’ambito di tale processo emergono diversi elementi innovativi, tra cui l’introduzione formale nel settore assicurativo di tecniche di risk management ai fini di una corretta misurazione dei rischi e delle ...
openaire +1 more source
Solvency II è un complesso progetto di riforma dell’attuale sistema di vigilanza sulla solvibilità delle compagnie di assicurazione europee. Nell’ambito di tale processo emergono diversi elementi innovativi, tra cui l’introduzione formale nel settore assicurativo di tecniche di risk management ai fini di una corretta misurazione dei rischi e delle ...
openaire +1 more source
On heterogeneity in non-life insurance. Part II
Scandinavian Actuarial Journal, 1957This paper deals with some problems arising in non-life insurance, when one knows or suspects that the risk structure of the insured collective is heterogeneous.
openaire +1 more source
Statistical tools for non-life insurance
Aenorm, 2008Within the actuarial profession a major challenge can be found in the construction of a fair tariff structure. In light of the heterogeneity within, for instance, a car insurance portfolio, an insurance company should not apply the same premium for all insured risks. Otherwise the so-called concept of adverse selection will undermine the solvability of
openaire +1 more source
Valuation portfolio in non-life insurance
Scandinavian Actuarial Journal, 2007Markus Buchwalder +3 more
openaire +2 more sources
Reserving methods in non life insurance
Η ανάλυση που περιλαμβάνεται στην εργασία αφορά μεθόδους αποθεματοποίησης για τις ασφαλιστικές εταιρίες οι οποίες στο κύκλο εργασιών τους περιλαμβάνουν γενικούς κλάδους (Non Life Insurance). Σκοπός της εργασίας είναι μέσα από τις διάφορες μεθόδους αποθεματοποίησης να βρεθεί αυτή η οποία θεωρείται πιο “ακριβής” στις μελλοντικές προβλέψεις των ζημιών πουopenaire +1 more source