Large deviations for risk models in which each main claim induces a delayed claim

Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process

In this paper, we consider a size-dependent renewal risk model with stopping time claim-number process. In this model, we do not make any assumption on the dependence structure of claim sizes and inter-arrival times. We study large deviations of the aggregate amount of claims. For the subexponential heavy-tailed case, we obtain a precise large-deviation formula; our method substantially relies ...

on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.

The purposes of impleader claim

Impleader claim is one of ancillary suits which permit to the parties to implead third person to the action and became that person one of parties. The Iran civil procedure code, unlike some other countries for example Lebanon no attention to purposes of Impleader claim and in Article 135 the subject is expressed in general terms. With attention to generally speaking of this Article and re...

A Comparison of Risk Classification Methods for Claim Severity Data

Possibilities of Individual Claim Reserve Risk Modeling

This article outlines possibilities of modeling the distribution of the future liabili-ties of an insurance company that stem from a past claim which has not yet been settled.Such a model might be used as a key component of the internal model of the reserve risk ofan insurance company. It focuses on a probabilistic description of the settlement processof an individual loss, i.e....