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  • Search: subject:"Claim Severity"
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Year of publication
Subject
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claim severity 9 Estimation theory 7 Schätztheorie 7 Theorie 6 Theory 6 Statistical distribution 5 Statistische Verteilung 5 claim frequency 5 Automobile insurance 4 Kfz-Versicherung 4 Risikomodell 4 Risk model 4 Actuarial mathematics 3 Haftpflichtversicherung 3 Liability insurance 3 Versicherungsmathematik 3 generalized linear models 3 motor insurance 3 Claim severity 2 Estimation 2 Insurance 2 Probability theory 2 Robust statistics 2 Robustes Verfahren 2 Schätzung 2 Versicherung 2 Wahrscheinlichkeitsrechnung 2 gamma-distribution 2 general linear model 2 hurdle model 2 least squares means 2 motor third party liability insurance 2 Accident 1 Accident insurance 1 Actuarial Modeling 1 Aggregate claims model 1 Asymmetric information 1 Asymmetrische Information 1 Automobile claims 1 Basel Accord 1
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Online availability
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Free 7 Undetermined 7 CC license 1
Type of publication
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Article 15
Type of publication (narrower categories)
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Article in journal 13 Aufsatz in Zeitschrift 13 Article 1
Language
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English 15
Author
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Gilenko, Evgenii V. 2 Mironova, Elena A. 2 Tzougas, George 2 Zelinová, Silvia 2 Šoltés, Erik 2 Bilíková, Mária 1 Bladt, Martin 1 Brazauskas, Vytaras 1 Danzon, Patricia M. 1 Frangos, Nicholas 1 Fung, Tsz Chai 1 Garrido, J. 1 Genest, Christian 1 Ghorai, Jugal 1 Jeong, Himchan 1 Jevtić, Petar 1 Komara, Silvia 1 Li, Chu-Shiu 1 McNicholas, Paul D. 1 Miljkovic, Tatjana 1 Mwangi, Joan Martha Wairimu 1 Nyambura, Shalyne Gathoni 1 Omari, Cyprian Ondieki 1 Peng, Sheng-Chang 1 Poudyal, Chudamani 1 Počuča, Nikola 1 Reiff, Marian 1 Schulz, J. 1 Valecký, Jiří 1 Vrontos, Spyridon 1 Zhao, Qian 1 Šoltésová, Tatiana 1
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Published in...
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Astin bulletin : the journal of the International Actuarial Association 2 Insurance / Mathematics & economics 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Equilibrium : quarterly journal of economics and economic policy 1 Handbook of health economics : volume 1, part B 1 Journal of financial studies : JFS : the official publication of the Taiwan Finance Association 1 Journal of mathematical finance 1 Prague economic papers : a bimonthly journal of economic theory and policy 1 Risks : open access journal 1 Scandinavian actuarial journal 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1
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Source
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ECONIS (ZBW) 14 EconStor 1
Showing 1 - 10 of 15
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Robust estimation of the tail index of a single parameter pareto distribution from grouped data
Poudyal, Chudamani - In: Risks : open access journal 12 (2024) 3, pp. 1-13
Numerous robust estimators exist as alternatives to the maximum likelihood estimator (MLE) when a completely observed ground-up loss severity sample dataset is available. However, the options for robust alternatives to a MLE become significantly limited when dealing with grouped loss severity...
Persistent link: https://www.econbiz.de/10014497443
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Soft splicing model : bridging the gap between composite modeland finite mixture model
Fung, Tsz Chai; Jeong, Himchan; Tzougas, George - In: Scandinavian actuarial journal 2024 (2024) 2, pp. 168-197
Persistent link: https://www.econbiz.de/10014520104
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Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis
Reiff, Marian; Šoltés, Erik; Komara, Silvia; … - In: Equilibrium : quarterly journal of economics and … 17 (2022) 3, pp. 803-842
Persistent link: https://www.econbiz.de/10013450514
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Phase-type distributions for claim severity regression modeling
Bladt, Martin - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 417-448
Persistent link: https://www.econbiz.de/10013270073
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General linear model: an effective tool for analysis of claim severity in motor third party liability insurance
Šoltés, Erik; Zelinová, Silvia; Bilíková, Mária - In: Statistics in transition : an international journal of … 20 (2019) 4, pp. 13-31
The paper focuses on the analysis of claim severity in motor third party liability insurance under the general linear … demonstration of practical applications that could be used by actuaries to estimate both the claim severity and the claim frequency …
Persistent link: https://www.econbiz.de/10012158124
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Business cycles and automobile insurance claims
Peng, Sheng-Chang; Li, Chu-Shiu - In: Journal of financial studies : JFS : the official … 30 (2022) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10013464369
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Modern claim frequency and claim severity models: An application to the Russian motor own damage insurance market
Gilenko, Evgenii V.; Mironova, Elena A. - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-11
calculation. This research analyses the factors that influence claim frequency and claim severity in the Russian motor own damage … end, we employ the appropriate claim frequency and claim severity models on the data provided by one of the leading St …
Persistent link: https://www.econbiz.de/10011988734
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Modern claim frequency and claim severity models : an application to the Russian motor own damage insurance market
Gilenko, Evgenii V.; Mironova, Elena A. - In: Cogent economics & finance 5 (2017) 1, pp. 1-11
calculation. This research analyses the factors that influence claim frequency and claim severity in the Russian motor own damage … end, we employ the appropriate claim frequency and claim severity models on the data provided by one of the leading St …
Persistent link: https://www.econbiz.de/10011877605
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Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
Počuča, Nikola; Jevtić, Petar; McNicholas, Paul D.; … - In: Insurance / Mathematics & economics 94 (2020), pp. 79-93
Persistent link: https://www.econbiz.de/10012419132
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Modeling the frequency and severity of auto insurance claims using statistical distributions
Omari, Cyprian Ondieki; Nyambura, Shalyne Gathoni; … - In: Journal of mathematical finance 8 (2018) 1, pp. 137-160
Persistent link: https://www.econbiz.de/10011846226
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