Physical Premium Principle: A New Way for Insurance Pricing
نویسندگان
چکیده
منابع مشابه
Physical Premium Principle: A New Way for Insurance Pricing
In our previous work we suggested a way for computing the non-life insurance premium. The probable surplus of the insurer company assumed to be distributed according to the canonical ensemble theory. The Esscher premium principle appeared as its special case. The difference between our method and traditional principles for premium calculation was shown by simulation. Here we construct a theoret...
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This survey of premium calculation and insurance pricing explains classical theories and their recent generalizations, summarizes main issues and results, and describes current developments in the area.
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هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
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Non-life insurance pricing depends on different costs including claim and business acquisition costs, management expenses and other parameters such as margins for fluctuations in claims experience, expected profits etc. Nevertheless, in a competitive insurance market environment, the company’s premium should respond to changes in the level of premiums being offered by competitors. In this paper...
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‎Pricing weather derivatives is becoming increasingly useful‎, ‎especially in developing economies‎. ‎We describe a statistical model based approach for pricing weather derivatives by modeling and forecasting daily average temperatures data which exhibits long-range dependence‎. ‎We pre-process the temperature data by filtering for seasonality and volatility an...
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ژورنال
عنوان ژورنال: Entropy
سال: 2005
ISSN: 1099-4300
DOI: 10.3390/e7010097