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Risk Measurement Using Time Varying Extreme Value Copulas
(Fen Bilimleri Enstitüsü, 2021)
This thesis aims to estimate reliable risk measures by considering the dependent and
heavy-tailed characteristics of the different insurance risk branches. Thus, it is aimed to
model the skewed and heavy-tailed data more ...
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 ...