Kontakt
Jak kupować
Dostawa
Doradca ds. zakupów
Claim Dependence In Credibility Models
Angielski
167 b
Nawet do 30 dni na zwrot
Klienci kupili także
/
Miękka
68.21
zł
/
Miękka
122.12
zł
/
Miękka
125.29
zł
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.
Informacje o książce
Angielski
Kategoria
Podaruj tę książkę jeszcze dziś
To łatwe
1 Dodaj książkę do koszyka i wybierz „dostarczyć jako prezent” 2 W odpowiedzi wyślemy Ci bon 3 Książka dotrze na adres obdarowanegoMogłoby Cię także zainteresować
/
Twarda
177.45
zł
Cześć! Jestem Libroamiko, Twój doradca książkowy.
Jak mogę Ci pomóc?