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
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
نویسندگان
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