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Discrimination for Two Way Models with Insurance Application
Two Way Models Insurance Application
2011/1/4
In this paper, we review and apply several approaches to model selection for analysis of variance models which are used in a credibility and insurance context. The reversible jump algorithm is employe...
Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk
Optimal dividend and reinsurance strategy Optimal return function Catastrophe risk
2010/12/15
We consider an optimal control problem of a property insurance company with proportional reinsurance strategy. The insurance business brings in catastrophe risk, such as earthquake and
flood.
Natural catastrophes:causes,trends and risk management.The challenge of submarine mass movements–an insurance perspective
Natural catastrophes risk management challenge submarine mass movements insurance perspective
2009/12/3
The growing loss burden from natural disasters calls for a holistic risk management approach which encompasses the elements of risk identification,risk evaluation, risk control and risk financing. Fin...
Innovative Insurance Aims to Buffer Poor from Climate Risks--New Report Details Policies Based on Weather（图）
Innovative Insurance Climate Risks New Report Details Policies Weather
2009/12/10
In poorer areas of the world, farmers, herders, fishermen and others whose livelihoods are closely linked to their environment rarely have backup in the form of insurance. Now, an innovative type of i...
National flood modelling for insurance purposes：using IFSAR for flood risk estimation in Europe
digital terrain models Flood risk flood events
2009/5/18
Flood risk poses a major problem for insurers and governments who ultimately pay the financial costs of losses resulting from flood events. Insurers therefore face the problem of how to assess their ...
Cost efficiency measurement with certain price on fuzzy data and application in insurance organization
Data envelopment analysis (DEA) Cost Efficiency
2010/9/10
In this paper, a new approach for obtaining cost efficiency measurmentwith data set of fuzzy numbers are considered. These consistof situations where prices are fixed and known exactly at each decisio...
Using a certain linear ranking function to measure the Malmquist productivity index with fuzzy data and application in insurance organization
Data envelopment analysis (DEA) Efficiency
2010/9/15
Data envelopment analysis is a widely applied approach for measuring the relative efficiency of a set of decision making units (DMUs) which use multiple inputs and multiple outputs. The DEA- based mal...
A new approach for efficiency measures by fuzzy linear programming and application in insurance organization
fuzzy linear programming problem Data envelopment analysis DEA
2010/9/15
Data envelopment analysis is widely applied approach for measuring the relative efficiencies of a set of decision making units(DMUs) using various inputs to produce various output are limited to crisp...
Distribution of Deficit at Ruin for a PDMP Insurance Risk Model
integro-differential equation risk process
2007/12/11
In this paper we consider the risk process described by a piecewise deterministic Markov processes (PDMP). We mainly discuss the distribution of the deficit at ruin for the risk process. We derive the...
Characteristics of the 14 April 1999 Sydney hailstorm based on ground observations,weather radar,insurance data and emergency calls
Characteristics Sydney hailstorm ground observations weather radar insurance data emergency calls
2009/12/28
Hailstorms occur frequently in metropolitan Sydney, in the eastern Australian State of New South Wales, which is especially vulnerable due to its building exposure and geographical location. Hailstorm...