Spelling suggestions: "subject:"sudėtinis puasono pasiskirstymas"" "subject:"sudėtinis sasono pasiskirstymas""
1 |
Finansiškai stabilios bonus-malus sistemos sudarymas / Construction of financially balanced bonus-malus systemAntanaitis, Tomas 25 November 2010 (has links)
Darbe konstruojame bonus-malus sistemas, kurios yra finansiškai stabilios bėgant metams. Pasinaudodami sudėtiniu Puasono skirstiniu randame begalinės bonus-malus sistemos koeficientus. Išsprendę kvadratinio minimizavimo uždavinį randame baigtinės bonus-malus sistemos koeficientus. / Mixed Poisson fit is applied to a motor third party liability insurance portfolio in order to construct a bonus–malus system with finite number of classes. The premiums for a bonus-malus system which stays in financial equilibrium over the years are calculated. This is done by minimizing a quadratic function of the difference between the premiums for an optimal BMS with an infinite number of classes and the premiums for a BMS with finite number of classes, weighted by the stationary probability of being in a certain class, and by imposing various constraints on the system.
|
Page generated in 0.0456 seconds