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  • Search: subject:"Individual risk model"
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Year of publication
Subject
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collective risk model 4 individual risk model 4 actuarial studies 2 aggregate claim amount 2 aggregate risk 2 credibility theory 2 failure rate 2 insurance premium 2 multiplicative background risk model 2 multivariate gamma distribution 2 valuation of financial assets 2 Multivariate Analyse 1 Multivariate analysis 1 Probability theory 1 Risiko 1 Risikoaversion 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk aversion 1 Risk management 1 Risk model 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1
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Online availability
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Free 4 CC license 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article 2 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Spanish 2
Author
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Furman, Edward 2 Guzmán Aguilar, Diana Sirley 2 Hoyos Nieto, Daniel Arturo 2 Salazar García, Juan Fernando 2 Semenikhine, Vadim 2 Su, Jianxi 2
Published in...
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Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 2 EconStor 2
Showing 1 - 4 of 4
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Modelación de una prima de seguros mediante la aplicación de métodos actuariales, teoría de fallas y Black-Scholes en la salud en Colombia
Salazar García, Juan Fernando; Guzmán Aguilar, Diana … - In: Revista de métodos cuantitativos para la economía y … 35 (2023), pp. 330-359
The pricing's premium in an insurance for the health sector is influenced by the claims ratio of its subscribers, which generates high levels of fluctuation and uncertainty. The objective of this research is the application of the actuarial individual risk models, collective risk and credibility...
Persistent link: https://www.econbiz.de/10015338478
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Cover Image
Modelación de una prima de seguros mediante la aplicación de métodos actuariales, teoría de fallas y Black-Scholes en la salud en Colombia
Salazar García, Juan Fernando; Guzmán Aguilar, Diana … - In: Revista de Métodos Cuantitativos para la Economía y … 35 (2023), pp. 330-359
The pricing's premium in an insurance for the health sector is influenced by the claims ratio of its subscribers, which generates high levels of fluctuation and uncertainty. The objective of this research is the application of the actuarial individual risk models, collective risk and credibility...
Persistent link: https://www.econbiz.de/10015372229
Saved in:
Cover Image
On a multiplicative multivariate gamma distribution with applications in insurance
Semenikhine, Vadim; Furman, Edward; Su, Jianxi - In: Risks 6 (2018) 3, pp. 1-20
One way to formulate a multivariate probability distribution with dependent univariate margins distributed gamma is by using the closure under convolutions property. This direction yields an additive background risk model, and it has been very well-studied. An alternative way to accomplish the...
Persistent link: https://www.econbiz.de/10011996637
Saved in:
Cover Image
On a multiplicative multivariate gamma distribution with applications in insurance
Semenikhine, Vadim; Furman, Edward; Su, Jianxi - In: Risks : open access journal 6 (2018) 3, pp. 1-20
One way to formulate a multivariate probability distribution with dependent univariate margins distributed gamma is by using the closure under convolutions property. This direction yields an additive background risk model, and it has been very well-studied. An alternative way to accomplish the...
Persistent link: https://www.econbiz.de/10011890776
Saved in:
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