About: Determining the Value of Risk in Non-life Insurance Company     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)

AttributesValues
rdf:type
Description
  • Article deals with quantile-based risk measures for insurance business. There are determined Value at risk (VaR) measures for exponential, lognormal and Pareto loss distributions in insurance practice. Paper also explains methods of determination of the conditional VaR and mean shortfall. These risk measures may be constructed in insurance business for the determination of economic capital or for the setting of insurance premium. Example of application presents computation of the above mentioned risk measures based real data from insurance company using statistical packages SAS and Statgraphics Centurion XV for loss variable that is difference between collective risk S and risk premium RP.
  • Article deals with quantile-based risk measures for insurance business. There are determined Value at risk (VaR) measures for exponential, lognormal and Pareto loss distributions in insurance practice. Paper also explains methods of determination of the conditional VaR and mean shortfall. These risk measures may be constructed in insurance business for the determination of economic capital or for the setting of insurance premium. Example of application presents computation of the above mentioned risk measures based real data from insurance company using statistical packages SAS and Statgraphics Centurion XV for loss variable that is difference between collective risk S and risk premium RP. (en)
Title
  • Determining the Value of Risk in Non-life Insurance Company
  • Determining the Value of Risk in Non-life Insurance Company (en)
skos:prefLabel
  • Determining the Value of Risk in Non-life Insurance Company
  • Determining the Value of Risk in Non-life Insurance Company (en)
skos:notation
  • RIV/00216275:25410/11:39892614!RIV12-GA0-25410___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/09/1866)
http://linked.open...iv/cisloPeriodika
  • 182
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 193938
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/11:39892614
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Monte Carlo simulation.; quantiles; mean shortfall; loss distribution; conditional tail expectation; Value at risk (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • PL - Polská republika
http://linked.open...ontrolniKodProRIV
  • [357EF6D20F91]
http://linked.open...i/riv/nazevZdroje
  • Studia ubezpieczeniowe: Zarzadzanie ryzykiem i finansami
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 8
http://linked.open...iv/tvurceVysledku
  • Pacáková, Viera
issn
  • 1689-7374
number of pages
http://localhost/t...ganizacniJednotka
  • 25410
is http://linked.open...avai/riv/vysledek of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
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, 47 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software