منابع مشابه
Insurance risk models with marked Poisson arrivals
This presentation is intended to be a short course on inference and filtering in hidden Markov models (HMMs) and state space models. These models comprise a hidden (unobserved) Markov chain (either with discrete or continuous state space) that governs the distribution of an observed stochastic process. An example of a HMM is a regime-switching model for stock returns in which the stock return d...
متن کاملDividend Strategies for Insurance risk models
Based on different objectives, various insurance risk models with adaptive polices have been proposed, such as dividend model, tax model, model with credibility premium, and so on. In this report, we will only focus the study on dividend strategies. Here are some reasons why the dividend strategy is of interest. For an insurance company, ruin occurs when a claim size is greater than its reserve...
متن کاملEffective genetic-risk prediction using mixed models.
For predicting genetic risk, we propose a statistical approach that is specifically adapted to dealing with the challenges imposed by disease phenotypes and case-control sampling. Our approach (termed Genetic Risk Scores Inference [GeRSI]), combines the power of fixed-effects models (which estimate and aggregate the effects of single SNPs) and random-effects models (which rely primarily on whol...
متن کاملStrategies for Incorporating Risk, Uncertainty, and Private Insurance Mechanisms in Models of Social Insurance
This chapter surveys strategies for incorporating various forms of risk and uncertainty into policy models used by the Social Security Administration (SSA). These strategies range from relatively simple modifications to existing microsimulation models that can be implemented relatively quickly and cheaply, to much more substantial long term investments in developing dynamic stochastic overlappi...
متن کامل“the effect of risk aversion on the demand for life insurance: the case of iranian life insurance market”
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Missouri Journal of Mathematical Sciences
سال: 1996
ISSN: 0899-6180
DOI: 10.35834/1996/0801003