Dissertation > Excellent graduate degree dissertation topics show

Weighted loss function reliability premiums

Author: XuWanKui
Tutor: WuLiJun
School: Xinjiang University
Course: Probability Theory and Mathematical Statistics
Keywords: p -order relative mean square loss function p -order relative to a balanced loss function p -order relative to balanced loss function 2 Generalized Weighted Esscher loss function Reliability premiums Reliability Factor
CLC: O211.67
Type: Master's thesis
Year: 2011
Downloads: 11
Quote: 0
Read: Download Dissertation

Abstract


Reliability theory is the theory , and non- life actuarial risk of an important branch , it is a policy based on the historical experience of individual data as well as all the recent data policies or similar policies to determine the next issue premium method, which is widely used in all areas of insurance , according to the reliability theory reliability calculated premiums are generally insured personal data and the prior claims experience premium ( or a similar insurance policy year loss data ) weighted average , the weighting factor is reliability factor in reliability theory, the loss function selection is a critical issue since B (u | ยจ) hlmann in his classic credit model using quadratic loss function is proposed to estimate the premiums , many scholars in the loss function selection done a lot of research paper mainly with p -order relative mean square loss function construction method proposed is relatively balanced loss function of order p 1 and p -order relative to balanced loss function 2 , and calculate premiums and reliability of its reliability factor . the results show that the two loss functions are balanced loss function 1 and 2, a balanced loss function to promote paper also with Pan. M such ideas in his article , the generalized loss function weighting Esscher risk premium estimates made further amended to give a more reasonable estimate of the risk premium .

Related Dissertations

  1. Based on maximum likelihood estimation Bayesian premiums,F840
  2. The Application of Zero-Inflated Poisson Distribution in Insurance,F840
  3. Credibility Premium under Asymmetric Loss Function,F840
  4. The Credibility Estimators of Risk Premium and Their Statistical Inferences,F840
  5. Empirical Bayes Method in Premium Calculation,F224
  6. Research on Risk Model by Diffusion,O211.67
  7. Research on Compound Negative Binomial Risk Model,O211.67
  8. MV- algebras associated probabilities and expectations and the nature of research,O211.67
  9. The bankruptcy of the types of risk models,O211.67
  10. Random walk in risk theory and its application,O211.67
  11. Several types of promotion of insolvency risk model,O211.67
  12. A class of distributions and their application in Risk Theory,O211.67
  13. Some Results on Ruin Probabilities in a Two-dimensional Risk Model,O211.67
  14. Several Results on Risk and Random Networks,O211.67
  15. The Research on Forecast Method and Application of Markov Chain,O211.67
  16. Consistency theoretical analysis of the risk measure,O211.67
  17. Ruin Probabilities for an Insurer Investing Its Money in the Stock Market,O211.67
  18. Stochastic economic environment Probability of Ruin,O211.67
  19. Large deviations of a class of heavy tailed the risk update model under random and,O211.67
  20. Superiority and Optimal Prediction of Biased Estimation,O211.67

CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process > Expectations and Forecast
© 2012 www.DissertationTopic.Net  Mobile