کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4641264 | 1341301 | 2009 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Risk analysis under progressive type II censoring with binomial claim numbers
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Risk analysis under progressive type II censoring with binomial claim numbers Risk analysis under progressive type II censoring with binomial claim numbers](/preview/png/4641264.png)
چکیده انگلیسی
This paper presents a model of actuarial loss events that follow a progressive censoring scheme. Loss events are modelled according to this scheme regarding the claim number and size. Claim events at random time points are assumed to happen progressively in a given period due to each of an mm number of claims that occur due to hazardous events, while a fixed number of nn claims are anticipated to take place in total. Distribution of the resulting total loss amount is derived, and according to its properties, some risk management issues about reserves and solvency are discussed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 233, Issue 1, 1 November 2009, Pages 61–72
Journal: Journal of Computational and Applied Mathematics - Volume 233, Issue 1, 1 November 2009, Pages 61–72
نویسندگان
Sibel Acik Kemaloglu, Omer L. Gebizlioglu,