Matches in SemOpenAlex for { <https://semopenalex.org/work/W1755842206> ?p ?o ?g. }
Showing items 1 to 72 of
72
with 100 items per page.
- W1755842206 abstract "In this master's thesis, a copula approach is used to model the number of claimsmade by a customer holding three insurances. It is important for insurance companiesto have good models for the risk proles of their customers, and the number ofclaims is a key element in calculating the expected cost for the company. Using copulas,multivariate distribution functions are allowed to have any desired marginaldistributions and many dierent dependence structures, as these can be chosenseparately.The data used consists of the number of claims made by 74 770 unique customersduring one year. Dierent count data distributions are considered for the onedimensionalmarginal distributions, while four Archimedean copulas are tested asmodels for the dependence structure. To estimate the parameters of the nal model,full maximum likelihood is used, for which new implementations adapted to discretedata were created.2-tests and likelihood ratio tests determined that negative binomial distributionand zero-inated Delaporte distribution were the best distributions for the onedimensionalmarginals, while Cramer-von Mises method and Kendall's Cramer-vonMises method, using a parametric bootstrap, together with Akaike's InformationCriterion, suggested Clayton copula to be the most suitable.The obtained model is compared to the empirical values and to investigate howwell the model ts for dierent years, it is also tted to the corresponding data fromthe following year. The model provides a good t both compared to the empiricalvalues for the year used for inference as well as for the year used for validation.However, the t is strongly inuenced by the values in the lower tail.Keywords: Insurances, Copulas, Count data, Negative binomial distribution, Delaportedistribution, Full maximum likelihood, Goodness of t." @default.
- W1755842206 created "2016-06-24" @default.
- W1755842206 creator A5030798743 @default.
- W1755842206 date "2013-01-01" @default.
- W1755842206 modified "2023-09-26" @default.
- W1755842206 title "On Modeling Insurance Claims using Copulas" @default.
- W1755842206 cites W1415072653 @default.
- W1755842206 cites W1805647507 @default.
- W1755842206 cites W1834081490 @default.
- W1755842206 cites W1911281453 @default.
- W1755842206 cites W1981376632 @default.
- W1755842206 cites W1997028947 @default.
- W1755842206 cites W2015339214 @default.
- W1755842206 cites W2090499758 @default.
- W1755842206 cites W2095912656 @default.
- W1755842206 cites W2119436275 @default.
- W1755842206 cites W2122066903 @default.
- W1755842206 cites W2142635246 @default.
- W1755842206 cites W2154065358 @default.
- W1755842206 cites W2399991609 @default.
- W1755842206 cites W2530516905 @default.
- W1755842206 cites W2913926970 @default.
- W1755842206 cites W3146166473 @default.
- W1755842206 hasPublicationYear "2013" @default.
- W1755842206 type Work @default.
- W1755842206 sameAs 1755842206 @default.
- W1755842206 citedByCount "0" @default.
- W1755842206 crossrefType "journal-article" @default.
- W1755842206 hasAuthorship W1755842206A5030798743 @default.
- W1755842206 hasConcept C105795698 @default.
- W1755842206 hasConcept C122123141 @default.
- W1755842206 hasConcept C126674687 @default.
- W1755842206 hasConcept C132480984 @default.
- W1755842206 hasConcept C149782125 @default.
- W1755842206 hasConcept C165216359 @default.
- W1755842206 hasConcept C17618745 @default.
- W1755842206 hasConcept C33923547 @default.
- W1755842206 hasConceptScore W1755842206C105795698 @default.
- W1755842206 hasConceptScore W1755842206C122123141 @default.
- W1755842206 hasConceptScore W1755842206C126674687 @default.
- W1755842206 hasConceptScore W1755842206C132480984 @default.
- W1755842206 hasConceptScore W1755842206C149782125 @default.
- W1755842206 hasConceptScore W1755842206C165216359 @default.
- W1755842206 hasConceptScore W1755842206C17618745 @default.
- W1755842206 hasConceptScore W1755842206C33923547 @default.
- W1755842206 hasLocation W17558422061 @default.
- W1755842206 hasOpenAccess W1755842206 @default.
- W1755842206 hasPrimaryLocation W17558422061 @default.
- W1755842206 hasRelatedWork W135975482 @default.
- W1755842206 hasRelatedWork W1630860162 @default.
- W1755842206 hasRelatedWork W1805647507 @default.
- W1755842206 hasRelatedWork W2015315604 @default.
- W1755842206 hasRelatedWork W2096953155 @default.
- W1755842206 hasRelatedWork W2199716707 @default.
- W1755842206 hasRelatedWork W2210023905 @default.
- W1755842206 hasRelatedWork W2263955921 @default.
- W1755842206 hasRelatedWork W2561469662 @default.
- W1755842206 hasRelatedWork W2566924425 @default.
- W1755842206 hasRelatedWork W2605685194 @default.
- W1755842206 hasRelatedWork W2744353840 @default.
- W1755842206 hasRelatedWork W2799298926 @default.
- W1755842206 hasRelatedWork W2901927854 @default.
- W1755842206 hasRelatedWork W3021849344 @default.
- W1755842206 hasRelatedWork W3168138484 @default.
- W1755842206 hasRelatedWork W3172617277 @default.
- W1755842206 hasRelatedWork W813056709 @default.
- W1755842206 hasRelatedWork W1573550082 @default.
- W1755842206 hasRelatedWork W1597411984 @default.
- W1755842206 isParatext "false" @default.
- W1755842206 isRetracted "false" @default.
- W1755842206 magId "1755842206" @default.
- W1755842206 workType "article" @default.