خط مشی دسترسیدرباره ما
ثبت نامثبت نام
راهنماراهنما
فارسی
ورودورود
صفحه اصلیصفحه اصلی
جستجوی مدارک
تمام متن
منابع دیجیتالی
رکورد قبلیرکورد بعدی
Record identifier : 564857
Personal Name - Primary Intelectual Responsibility : Hasanzadeh, Batool
Title and statement of responsibility : A Credibility Premium for the Zero-Inflated Poisson Models and New Hunger for Bonus Interpretation [Thesis]/حسن زاده، بتول;supervisor: Amir Teimour Payandeh;advisor: Reza Ofoghi
Publication, Distribution,Etc. : , 2009
Language of the Item : eng
Internal Bibliographies/Indexes Note : Bibliography
Dissertation of thesis details and type of degree : Masrer of Arts
Discipline of degree : , Actuarial Science
Body granting the degree : , E.C.O. College of Insurance
Summary or Abstract : هدف از این تحقیق بدست آوردن و مقایسه حق بیمه باورمندی در مدل های شماشی گزارش نشده برای داده های طولی می باشد. در این تحقیق فرمولهای برای محاسبه حق بیمه باورمندی برای برخی از مدلهای پواسون تعیمی یافته برای داده های گزارش نشده بدست آمد و همچنین نشان داده شد مدلهای پواسون گاما با داده های گزارش نشده با انتخاب تابع ضرر نمایی انعطاف زیادی با تغییر ضریب انتخابی دارند و این باعث شده است که در سیستم پاداش از این تابع شرر استفاده شود
: The purpose of this thesis is to explore and compare the credibility premiums in generalized zero-inflated count models for panel data. Predictive premiums based on quadratic loss and exponential losses are derived. It is shown that the credibility premiums of the zero-inflated model allow for more flexibility in the prediction. Indeed, the future premiums not only depend on the number of past claims, but also on the number of insured periods with at least one claim. The hunger for bonus is a well-known phenomenon in insurance, meaning that the insured does not report all of his accidents to save bonus on his next year's premium. However, actuaries and researchers continue to model the number of claims with standard count distributions, neglecting this phenomenon. The model also offers another way of analyzing the hunger for bonus phenomenon. The accident distribution is obtained from the zero-inflated distribution used to model the claims distribution, which can in turn be used to evaluate the impact of various credibility premiums on the reported accident distribution. This way of analyzing the claims data gives another point of view on the research conducted on the development of statistical models for predicting accidents. A numerical illustration supports this discussion and we consider the real claims data set of third party car insurance contracts of the Saman insurance company from 1384-1387..
Topical Name Used as Subject : Credibility
: Count data
: Quadratic loss
: Exponential loss
Information of biblio record : TL
 
 
 
(در صورت عدم وضوح تصویر اینجا را کلیک نمایید)