CMPH: a multivariate phase-type aggregate loss distribution

modeling loss data by phase-type distribution

بیمه گران همیشه بابت خسارات بیمه نامه های تحت پوشش خود نگران بوده و روش هایی را جستجو می کنند که بتوانند داده های خسارات گذشته را با هدف اتخاذ یک تصمیم بهینه مدل بندی نمایند. در این پژوهش توزیع های فیزتایپ در مدل بندی داده های خسارات معرفی شده که شامل استنباط آماری مربوطه و استفاده از الگوریتم em در برآورد پارامترهای توزیع است. در پایان امکان استفاده از این توزیع در مدل بندی داده های گروه بندی ...

Multivariate Credibility for Aggregate Loss Models

Multivariate Credibility for Aggregate Loss Models Credibility is a form of insurance pricing that is widely used, particularly in North America. It is a special type of experience rating that employs a weighted average of claims experience and a previously established price to determine a new price, for each risk class under consideration. This article extends traditional credibility formulas ...

A multivariate phase distribution and its estimation

Circular variables such as phase or orientation have received considerable attention throughout the scientific and engineering communities and have recently been quite prominent in the field of neuroscience. While many analytic techniques have used phase as an effective representation, there has been little work on techniques that capture the joint statistics of multiple phase variables. In thi...

Screening for a Multivariate Mixture Normal Distribution

Modeling Leukemia in Children Using Phase-type Distribution

Background: In this study, with the aim of modeling Leukemia in children using Phase-type distribution, three transitional phases including diagnosis, brain metastasis and testis/ovary metastasis, and one absorotion phase of recovery/death have been considered. The distribution was fitted and the probabilities of death or recovery were determined based on the independent variab...