Claim Models - 10 Angebote vergleichen
Bester Preis: Fr. 41.96 (€ 42.91)¹ (vom 05.05.2020)Claim Dependence in Credibility Models
ISBN: 9783639121599 bzw. 3639121597, in Deutsch, VDM Verlag, Taschenbuch, neu.
Paperback. 168 pages. Dimensions: 8.7in. x 5.9in. x 0.4in.Existing credibility models usually allow for one source of claim dependence only, that across time, which may be inadequate and insufficient. In this dissertation, we develop a two-level common effects model, based loosely on the Bayesian model. This model allows for two possible sources of dependence, that across time for the same individual risk and that between risks. Our results take on the intuitive form of a weighted average between the individual risks claims experience, the groups claims experience and the prior mean. We also consider the use of copulas to model the dependence across time. We develop the construction with several well-known families of copulas and are able to derive explicit formulae for their respective conditional expectations. Whilst some recent work has been done on constructing credibility models with copulas, explicit formulae for the conditional expectations have rarely been made available. This work will be useful for practitioners and researchers alike, in furthering our collective understanding of dependence between insurance risks and its potential impact on insurance prices. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
Claim Dependence In Credibility Models (2009)
ISBN: 9783639121599 bzw. 3639121597, in Deutsch, VDM Verlag Dez 2009, Taschenbuch, neu, Nachdruck.
This item is printed on demand - Print on Demand Titel. Neuware - Existing credibility models usually allow for one source of claim dependence only, that across time, which may be inadequate and insufficient. In this dissertation, we develop a two-level common effects model, based loosely on the Bayesian model. This model allows for two possible sources of dependence, that across time for the same individual risk and that between risks. Our results take on the intuitive form of a weighted average between the individual risk s claims experience, the group s claims experience and the prior mean. We also consider the use of copulas to model the dependence across time. We develop the construction with several well-known families of copulas and are able to derive explicit formulae for their respective conditional expectations. Whilst some recent work has been done on constructing credibility models with copulas, explicit formulae for the conditional expectations have rarely been made available. This work will be useful for practitioners and researchers alike, in furthering our collective understanding of dependence between insurance risks and its potential impact on insurance prices. 168 pp. Englisch.
Claim Dependence in Credibility Models (Paperback) (2009)
ISBN: 9783639121599 bzw. 3639121597, in Deutsch, VDM Verlag, Germany, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, The Book Depository EURO [60485773], London, United Kingdom.
Language: English Brand New Book ***** Print on Demand *****.Existing credibility models usually allow for one source of claim dependence only, that across time, which may be inadequate and insufficient. In this dissertation, we develop a two-level common effects model, based loosely on the Bayesian model. This model allows for two possible sources of dependence, that across time for the same individual risk and that between risks. Our results take on the intuitive form of a weighted average between the individual risk s claims experience, the group s claims experience and the prior mean. We also consider the use of copulas to model the dependence across time. We develop the construction with several well-known families of copulas and are able to derive explicit formulae for their respective conditional expectations. Whilst some recent work has been done on constructing credibility models with copulas, explicit formulae for the conditional expectations have rarely been made available. This work will be useful for practitioners and researchers alike, in furthering our collective understanding of dependence between insurance risks and its potential impact on insurance prices.
Claim Models: Granular Forms and Machine Learning Forms MDPI AG Author
ISBN: 9783039286645 bzw. 3039286641, vermutlich in Englisch, Mdpi AG, Taschenbuch, neu.
This collection of articles addresses the most modern forms of loss reserving methodology: granular models and machine learning models. New methodologies come with questions about their applicability. These questions are discussed in one article, which focuses on the relative merits of granular and machine learning models. Others illustrate applications with real-world data. The examples include neural networks, which, though well known in some disciplines, have previously been limited in the actuarial literature. This volume expands on that literature, with specific attention to their application to loss reserving. For example, one of the articles introduces the application of neural networks of the gated recurrent unit form to the actuarial literature, whereas another uses a penalized neural network. Neural networks are not the only form of machine learning, and two other papers outline applications of gradient boosting and regression trees respectively. Both articles construct loss reserves at the individual claim level so that these models resemble granular models. One of these articles provides a practical application of the model to claim watching, the action of monitoring claim development and anticipating major features. Such watching can be used as an early warning system or for other administrative purposes. Overall, this volume is an extremely useful addition to the libraries of those working at the loss reserving frontier.
Claim Dependence In Credibility Models
ISBN: 3639121597 bzw. 9783639121599, vermutlich in Englisch, VDM Verlag, Taschenbuch, neu.
Claim Models
ISBN: 3039286641 bzw. 9783039286645, vermutlich in Englisch, MDPI AG, Taschenbuch, neu.
Claim Models
ISBN: 9783039286645 bzw. 3039286641, vermutlich in Englisch, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Claim Dependence In Credibility Models (2009)
ISBN: 9783639121599 bzw. 3639121597, vermutlich in Englisch, VDM Verlag Dr. Müller, Saarbrücken, Deutschland, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Claim Dependence in Credibility Models 9783639121599, Paperback, BRAND NEW
ISBN: 9783639121599 bzw. 3639121597, in Deutsch, VDM Verlag Dr. Müller, Saarbrücken, Deutschland, neu.
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NEW Claim Dependence In Credibility Models by. BOOK (Paperback / softback)
ISBN: 9783639121599 bzw. 3639121597, in Deutsch, VDM Verlag Dr. Müller, Saarbrücken, Deutschland, neu.
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