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Two-step risk analysis in insurance ratemaking
由 S Ki Kang 著作2020 — Recently, Heras et al. (2018. An application of two-stage quantile regression to insurance ratemaking.
由 S Ki Kang 著作2020 — Recently, Heras et al. (2018. An application of two-stage quantile regression to insurance ratemaking. Scandinavian ...

2020年12月30日 — Recently, Heras et al. (2018. An application of two-stage quantile regression to insurance ratemaking.
Recently, Heras et al. (2018. An application of two-stage quantile regression to insurance ratemaking. Scandinavian Actuarial Journal 9, 753–769) propose a ...
mitigate operational risks that are generated everywhere in the insurance value chain. ... tools means collinearity/multicollinearlity problems but two few risk considerations ... And therefore type of cover is also an important factor for evaluating.
Alexander Melnikov2003Mathematics
In a two-step case we have Sav = E S1 + S2 2 s) = (* |s) S O . ... (1+)(1-p)+((1+d)p (1+b)(1-p))" Software binoptprice.cpp:Pricing options in a binomial market Consider a one-step binomial (B, S)-market.
Marcelo G. CruzGareth W. PetersPavel V. Shevchenko2015Mathematics
(18.34) The randomized Esscher transform can then be used for pricing under the following two steps: 1. ... (2001) is the development of a form of financial scenario analysis under a Bayesian paradigm ...
由 G Werner 著作2016被引用 101 次 — analysis, increased limits factors, deductibles, size of risk for workers compensation insurance, and ... The two main sources of profit for insurance ... 2.7 Underwriting Tier Rating Table.
423 頁·2 MB
由 Y KAHANE 著作被引用 70 次 — related to the appropriate measurement of risk for ratemaking purposes. It is suggested ... The main argument in the following analysis can be explained by viewing a ... first step in the optimization is to calculate the efficient portfolio, which has.
17 頁·766 KB
由 RM HOGARTH 著作1992被引用 110 次 — More generally, the analysis of many principal- ... Specifically, the pricing of insurance is characterized by a two-stage ...

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