About: Credibility models for permanently updated estimates in insurance

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Credibility models for permanently updated estimates in insurance Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.naun.org/cms.action?id=5358
Description	The article explains the possibilities of permanently updated estimates in insurance theory and practice and presents several examples of the derivation of the posterior distribution for certain estimation situations with given prior distributions. Article investigates the Bayesian estimators of the parameters of binomial, Poisson and normal distribution using quadratic loss function. The choice of the prior distribution specifies the models binomial/beta, Poisson/gamma and normal/normal. In insurance practice these models allow us permanently updated estimates of binomial probability, of the credibility premium, or credibility number of claims for short-term insurance contracts. The possibility to express the Bayesian estimators in the form of credibility formulas allows easy application of these models in insurance practice. The article explains the possibilities of permanently updated estimates in insurance theory and practice and presents several examples of the derivation of the posterior distribution for certain estimation situations with given prior distributions. Article investigates the Bayesian estimators of the parameters of binomial, Poisson and normal distribution using quadratic loss function. The choice of the prior distribution specifies the models binomial/beta, Poisson/gamma and normal/normal. In insurance practice these models allow us permanently updated estimates of binomial probability, of the credibility premium, or credibility number of claims for short-term insurance contracts. The possibility to express the Bayesian estimators in the form of credibility formulas allows easy application of these models in insurance practice. (en)
Title	Credibility models for permanently updated estimates in insurance Credibility models for permanently updated estimates in insurance (en)
skos:prefLabel	Credibility models for permanently updated estimates in insurance Credibility models for permanently updated estimates in insurance (en)
skos:notation	RIV/00216275:25410/13:39896583!RIV14-MSM-25410___
http://linked.open...avai/riv/aktivita	I
http://linked.open...avai/riv/aktivity	I
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Pacáková, Viera
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Pardubice / Fakulta ekonomicko-správní
http://linked.open...dnocenehoVysledku	67271
http://linked.open...ai/riv/idVysledku	RIV/00216275:25410/13:39896583
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	prior distribution; posterior distribution; poisson/gamma model; normal/normal model; credibility premium; binomial/beta model; Bayesian estimation (en)
http://linked.open.../riv/klicoveSlovo	binomial/beta model credibility premium normal/normal model poisson/gamma model prior distribution Bayesian estimation posterior distribution
http://linked.open...odStatuVydavatele	US - Spojené státy americké
http://linked.open...ontrolniKodProRIV	[80A69572A754]
http://linked.open...i/riv/nazevZdroje	International Journal of Mathematical Models and Methods in Applied Sciences
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2013
http://linked.open...v/svazekPeriodika	7
http://linked.open...iv/tvurceVysledku	Pacáková, Viera
issn	1998-0140
number of pages	8 (xsd:int)
http://localhost/t...ganizacniJednotka	25410

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software