کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9552751 | 1374144 | 2005 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Hierarchical Bayesian collective risk model: an application to health insurance
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Hierarchical Bayesian collective risk model: an application to health insurance Hierarchical Bayesian collective risk model: an application to health insurance](/preview/png/9552751.png)
چکیده انگلیسی
This paper deals with the main statistical steps involved in building an insurance plan, with special emphasis on an application to health insurance. The pure premium is predicted based on the available past information concerning the number and the amount of losses, and also the population exposed to risk. Both the size and the number of losses are treated in a stochastic manner. The claims are assumed to follow a Poisson process and the claim sizes are independent and identically distributed non-negative random variables. The model proposed is a generalization of the collective risk model, usually applied in practice. The evolution of the population at risk is also stochastically described via a nonlinear hierarchical growth model. Furthermore, a theoretical decision framework is adopted for evaluating the premium. Model selection and premium calculation are obtained from the predictive distribution, incorporating all the uncertainties involved.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 36, Issue 2, 22 April 2005, Pages 119-135
Journal: Insurance: Mathematics and Economics - Volume 36, Issue 2, 22 April 2005, Pages 119-135
نویسندگان
Helio S. Migon, Fernando A.S. Moura,