Add to ORKGLosses will be made whenever insured accidents occur, and the total claims are the sum of a random number of random claim amounts. This research project will concentrate on one of the components of the total claim amount- the individual calim amount, assuming that the individual calim amounts are drawn from a particular distribution, called a loss distribution.Master of Busines
An intense stream of research has been conducted over the past few years to address issues raised by...
abstract: The use of generalized linear models in loss reserving is not new; many statistical models...
In order to quantify the operational risk capital charge under the current regulatory framework for ...
This paper is intended as a guide to building insurance risk (loss) models. A typical model for insu...
This paper is intended as a guide to statistical inference for loss distributions. There are three b...
It is often necessary to estimate probability distributions to describe the loss processes covered b...
University of Minnesota M.S. thesis. August 2020. Major: Mathematics. Advisor: Fadil Santosa. 1 com...
This paper will discuss a proposed method for the estimation of loss distribution using information ...
The methods described in this paper can be used to fit five types of distri-bution to loss data: gam...
The estimation of loss reserves for incurred but not reported (IBNR) claims presents an important ta...
Financial loss can be classified into two types such as expected loss and unexpected loss. A current...
Motivation. The new solvency regimes now emerging, insist that capital requirements align with the u...
Actuaries are often in search of nding an adequate loss model in the scenario of actuarial and finan...
This paper focuses on issues and methodologies for fitting alternative statistical models-parametric...
This thesis is focused on the approximation of the distribution of aggregate losses. We first presen...
An intense stream of research has been conducted over the past few years to address issues raised by...
abstract: The use of generalized linear models in loss reserving is not new; many statistical models...
In order to quantify the operational risk capital charge under the current regulatory framework for ...
This paper is intended as a guide to building insurance risk (loss) models. A typical model for insu...
This paper is intended as a guide to statistical inference for loss distributions. There are three b...
It is often necessary to estimate probability distributions to describe the loss processes covered b...
University of Minnesota M.S. thesis. August 2020. Major: Mathematics. Advisor: Fadil Santosa. 1 com...
This paper will discuss a proposed method for the estimation of loss distribution using information ...
The methods described in this paper can be used to fit five types of distri-bution to loss data: gam...
The estimation of loss reserves for incurred but not reported (IBNR) claims presents an important ta...
Financial loss can be classified into two types such as expected loss and unexpected loss. A current...
Motivation. The new solvency regimes now emerging, insist that capital requirements align with the u...
Actuaries are often in search of nding an adequate loss model in the scenario of actuarial and finan...
This paper focuses on issues and methodologies for fitting alternative statistical models-parametric...
This thesis is focused on the approximation of the distribution of aggregate losses. We first presen...
An intense stream of research has been conducted over the past few years to address issues raised by...
abstract: The use of generalized linear models in loss reserving is not new; many statistical models...
In order to quantify the operational risk capital charge under the current regulatory framework for ...