کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5076493 | 1477210 | 2015 | 23 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Risk models with premiums adjusted to claims number
ترجمه فارسی عنوان
مدل ریسک با حق بیمه تعدیل شده به شماره ادعا
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
چکیده انگلیسی
Classical compound Poisson risk models consider the premium rate to be constant. By adjusting the premium rate to the claims history, one can emulate a Bonus-Malus system within the ruin theory context. One way to implement such adjustment is by considering the Poisson parameter to be a continuous random variable and use credibility theory arguments to adjust the premium rate a posteriori. Depending on the defectiveness of this random variable, respectively referred to as 'unforeseeable' (defective) versus 'historical' (non-defective) risks, one obtains different relations between the ruin probability with constant versus adjusted premium rate. A combination of these two kinds of risks also leads to a relation between the two ruin probabilities, when the a posteriori estimator of the number of claims is carefully chosen. Examples for specific claim sizes are presented throughout the paper.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 65, November 2015, Pages 94-102
Journal: Insurance: Mathematics and Economics - Volume 65, November 2015, Pages 94-102
نویسندگان
Bo Li, Weihong Ni, Corina Constantinescu,