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Toplam kayıt 3, listelenen: 1-3
Düzenlenmiş Sözde-Kopula Regresyon Modeli
(Fen Bilimleri Enstitüsü, 2020)
In non-life insurance calculations, the assumption that the claim severity and frequency
are independent is frequently used. Although the independence assumption greatly
simplifies many of the calculations, it is not ...
Hasar Gelişim Üçgenlerinde Bağımlılığın Modellenmesi
(Fen Bilimleri Enstitüsü, 2021)
The methods of calculation for claims reserving assume that claims are independent. However,
dependencies that occur between lines of business, such as accident year dependence,
development year dependence, and calendar ...
Bağımlı Çoklu Yaşam Durumunda Stokastik Ölümlülük Yaklaşımları ve Aktüeryal Fiyatlandırma
(Fen Bilimleri Enstitüsü, 2023)
In this study, stochastic mortality approach is used to calculate the net single premiums of life products. Instantaneous mortality rates of individuals are modelled as time-changed Brownian motion. Here the time change ...