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Analytics for insurance : the real business of big data / / Tony Boobier
| Analytics for insurance : the real business of big data / / Tony Boobier |
| Autore | Boobier Tony |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (299 p.) |
| Disciplina | 368.00285 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Insurance - Computer network resources
Assegurances Recursos electrònics en xarxa |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-119-14109-5
1-119-14108-7 1-119-31624-3 |
| Classificazione | BUS004000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Analytics for Insurance: The Real Business of Big Data; Contents; Preface; Acknowledgements; About the Author; Chapter 1: Introduction - The New 'Real Business'; 1.1 On the Point of Transformation; 1.1.1 Big Data Defined by Its Characteristics; 1.1.2 The Hierarchy of Analytics, and How Value is Obtained from Data; 1.1.3 Next Generation Analytics; 1.1.4 Between the Data and the Analytics; 1.2 Big Data and Analytics for all Insurers; 1.2.1 Three Key Imperatives; 1.2.2 The Role of Intermediaries; 1.2.3 Geographical Perspectives; 1.2.4 Analytics and the Internet of Things
1.2.5 Scale Benefit - or Size Disadvantage?1.3 How do Analytics Actually Work?; 1.3.1 Business Intelligence; 1.3.2 Predictive Analytics; 1.3.3 Prescriptive Analytics; 1.3.4 Cognitive Computing; Notes; Chapter 2: Analytics and the Office of Finance; 2.1 The Challenges of Finance; 2.2 Performance Management and Integrated Decision-Making; 2.3 Finance and Insurance; 2.4 Reporting and Regulatory Disclosure; 2.5 GAAP and IFRS; 2.6 Mergers, Acquisitions and Divestments; 2.7 Transparency, Misrepresentation, the Securities Act and 'SOX'; 2.8 Social Media and Financial Analytics 2.9 Sales Management and Distribution Channels2.9.1 Agents and Producers; 2.9.2 Distribution Management; Notes; Chapter 3: Managing Financial Risk Across the Insur ance Enterprise; 3.1 Solvency II; 3.2 Solvency II, Cloud Computing and Shared Services; 3.3 'Sweating the Assets'; 3.4 Solvency II and IFRS; 3.5 The Changing Role of the CRO; 3.6 CRO as Customer Advocate; 3.7 Analytics and the Challenge of Unpredictability; 3.8 The Importance of Reinsurance; 3.9 Risk Adjusted Decision-Making; Notes; Chapter 4: Underwriting; 4.1 Underwriting and Big Data; 4.2 Underwriting for Specialist Lines 4.3 Telematics and User-Based Insurance as an Underwriting Tool4.4 Underwriting for Fraud Avoidance; 4.5 Analytics and Building Information Management (BIM); Notes; Chapter 5: Claims and the 'Moment of Truth'; 5.1 'Indemnity' and the Contractual Entitlement; 5.2 Claims Fraud; 5.2.1 Opportunistic Fraud; 5.2.1.1 Analytics in Opportunistic Fraud; 5.2.2 Organized Fraud; 5.2.2.1 Organized Fraud Detection through Network Analytics; 5.2.2.2 Voice Analytics in the Claims Fraud Process; 5.2.2.3 Fraud Analytics at Inception; 5.3 Property Repairs and Supply Chain Management; 5.4 Auto Repairs 5.5 Transforming the Handling of Complex Domestic Claims5.5.1 The Digital Investigator; 5.5.2 Potential Changes in the Claims Process; 5.5.3 Reinvention of the Supplier Ecosystem; 5.6 Levels of Inspection; 5.6.1 Reserving; 5.6.2 Business Interruption; 5.6.3 Subrogation; 5.7 Motor Assessing and Loss Adjusting; 5.7.1 Motor Assessing; 5.7.2 Loss Adjusting; 5.7.3 Property Claims Networks; 5.7.4 Adjustment of Cybersecurity Claims; 5.7.5 The Demographic Time Bomb in Adjusting; Notes; Chapter 6: Analytics and Marketing; 6.1 Customer Acquisition and Retention; 6.2 Social Media Analytics 6.3 Demography and How Population Matters |
| Record Nr. | UNINA-9910134864403321 |
Boobier Tony
|
||
| Chichester, England : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analytics for insurance : the real business of big data / / Tony Boobier
| Analytics for insurance : the real business of big data / / Tony Boobier |
| Autore | Boobier Tony |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (299 p.) |
| Disciplina | 368.00285 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Insurance - Computer network resources
Assegurances Recursos electrònics en xarxa |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-119-14109-5
1-119-14108-7 1-119-31624-3 |
| Classificazione | BUS004000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Analytics for Insurance: The Real Business of Big Data; Contents; Preface; Acknowledgements; About the Author; Chapter 1: Introduction - The New 'Real Business'; 1.1 On the Point of Transformation; 1.1.1 Big Data Defined by Its Characteristics; 1.1.2 The Hierarchy of Analytics, and How Value is Obtained from Data; 1.1.3 Next Generation Analytics; 1.1.4 Between the Data and the Analytics; 1.2 Big Data and Analytics for all Insurers; 1.2.1 Three Key Imperatives; 1.2.2 The Role of Intermediaries; 1.2.3 Geographical Perspectives; 1.2.4 Analytics and the Internet of Things
1.2.5 Scale Benefit - or Size Disadvantage?1.3 How do Analytics Actually Work?; 1.3.1 Business Intelligence; 1.3.2 Predictive Analytics; 1.3.3 Prescriptive Analytics; 1.3.4 Cognitive Computing; Notes; Chapter 2: Analytics and the Office of Finance; 2.1 The Challenges of Finance; 2.2 Performance Management and Integrated Decision-Making; 2.3 Finance and Insurance; 2.4 Reporting and Regulatory Disclosure; 2.5 GAAP and IFRS; 2.6 Mergers, Acquisitions and Divestments; 2.7 Transparency, Misrepresentation, the Securities Act and 'SOX'; 2.8 Social Media and Financial Analytics 2.9 Sales Management and Distribution Channels2.9.1 Agents and Producers; 2.9.2 Distribution Management; Notes; Chapter 3: Managing Financial Risk Across the Insur ance Enterprise; 3.1 Solvency II; 3.2 Solvency II, Cloud Computing and Shared Services; 3.3 'Sweating the Assets'; 3.4 Solvency II and IFRS; 3.5 The Changing Role of the CRO; 3.6 CRO as Customer Advocate; 3.7 Analytics and the Challenge of Unpredictability; 3.8 The Importance of Reinsurance; 3.9 Risk Adjusted Decision-Making; Notes; Chapter 4: Underwriting; 4.1 Underwriting and Big Data; 4.2 Underwriting for Specialist Lines 4.3 Telematics and User-Based Insurance as an Underwriting Tool4.4 Underwriting for Fraud Avoidance; 4.5 Analytics and Building Information Management (BIM); Notes; Chapter 5: Claims and the 'Moment of Truth'; 5.1 'Indemnity' and the Contractual Entitlement; 5.2 Claims Fraud; 5.2.1 Opportunistic Fraud; 5.2.1.1 Analytics in Opportunistic Fraud; 5.2.2 Organized Fraud; 5.2.2.1 Organized Fraud Detection through Network Analytics; 5.2.2.2 Voice Analytics in the Claims Fraud Process; 5.2.2.3 Fraud Analytics at Inception; 5.3 Property Repairs and Supply Chain Management; 5.4 Auto Repairs 5.5 Transforming the Handling of Complex Domestic Claims5.5.1 The Digital Investigator; 5.5.2 Potential Changes in the Claims Process; 5.5.3 Reinvention of the Supplier Ecosystem; 5.6 Levels of Inspection; 5.6.1 Reserving; 5.6.2 Business Interruption; 5.6.3 Subrogation; 5.7 Motor Assessing and Loss Adjusting; 5.7.1 Motor Assessing; 5.7.2 Loss Adjusting; 5.7.3 Property Claims Networks; 5.7.4 Adjustment of Cybersecurity Claims; 5.7.5 The Demographic Time Bomb in Adjusting; Notes; Chapter 6: Analytics and Marketing; 6.1 Customer Acquisition and Retention; 6.2 Social Media Analytics 6.3 Demography and How Population Matters |
| Record Nr. | UNINA-9910809425103321 |
|
Boobier Tony
|
||
| Chichester, England : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Decentralized insurance : technical foundation of business models / / Runhuan Feng
| Decentralized insurance : technical foundation of business models / / Runhuan Feng |
| Autore | Feng Runhuan |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (279 pages) |
| Disciplina | 368.01 |
| Collana | Springer Actuarial |
| Soggetto topico |
Insurance - Statistical methods
Insurance - Mathematical models Probabilities Statistics Mathematics in Business, Economics and Finance Applied Probability Applied Statistics Assegurances Estadística matemàtica Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
Finance
Business & Economics |
| ISBN |
9783031295591
3031295595 9783031295584 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Risk Assessment and Measures -- 3. Economics of Risk and Insurance -- 4. Traditional Insurance -- 5. Decentralized Insurance -- 6. Aggregate Risk Pooling -- 7. P2P Risk Exchange -- 8. Unified Framework -- 9. DeFi Insurance -- Reference. – Index. |
| Record Nr. | UNINA-9910726286603321 |
|
Feng Runhuan
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pandemics : insurance and social protection / / editors, María del Carmen Boado-Penas, Julia Eisenberg, Şule Şahin
| Pandemics : insurance and social protection / / editors, María del Carmen Boado-Penas, Julia Eisenberg, Şule Şahin |
| Autore | Boado-Penas María del Carmen |
| Pubbl/distr/stampa | Cham, : Springer International Publishing AG, 2021 |
| Descrizione fisica | 1 online resource (xx, 298 pages) : illustrations (some color) |
| Altri autori (Persone) |
Boado-PenasMaría del Carmen
EisenbergJulia ŞahinŞule |
| Collana | Springer Actuarial |
| Soggetto topico |
Epidemics
Insurance - Mathematical models Insurance - Statistical methods Social security Assegurances Models matemàtics Estadística matemática Seguretat social Epidèmies |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
Epidemics
Risk Insurance Social protection Actuarial modelling Open Access |
| ISBN | 3-030-78334-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Acknowledgements -- Contents -- Contributors -- 1 COVID-19: A Trigger for Innovations in Insurance? -- 1.1 Introduction -- 1.2 Discussions from the Perspective of Insurance and Social Protection -- 1.2.1 Commercial Insurance -- 1.2.2 The Role of the Governments and Social Protection -- 1.3 Listening to the Wind of Change -- References -- 2 Epidemic Compartmental Models and Their Insurance Applications -- 2.1 Introduction -- 2.2 Compartmental Models in Epidemiology -- 2.2.1 SIR Model -- 2.2.2 Other Compartmental Models -- 2.3 Epidemic Insurance
2.3.1 Annuities and Insurance Benefits -- 2.3.2 Reserves -- 2.3.3 Further Extensions -- 2.3.4 Case Studies: COVID-19 -- 2.4 Resource Management -- 2.4.1 Pillar I: Regional and Aggregate Resources Demand Forecast -- 2.4.2 Pillar II: Centralised Stockpiling and Distribution -- 2.4.3 Pillar III: Centralised Resources Allocation -- 2.5 Conclusion -- References -- 3 Some Investigations with a Simple Actuarial Model for Infections Such as COVID-19 -- 3.1 Introduction -- 3.2 Multiple State Actuarial Models -- 3.3 A Simple Daily Model for Infection -- 3.4 Comparisons with the SIR Model 3.5 Enhancements for COVID-19 and Initial Assumptions -- 3.6 Estimating Parameters Model 1 -- 3.7 Estimating Parameters Model 2 -- 3.8 Comments on Results of Models 1 and 2 -- 3.9 Further Extensions: Models 3 and 4 -- 3.10 Comments on Results of Models 3 and 4 -- 3.11 Projection Models -- 3.12 Problems and Unknowns -- 3.13 Other Countries -- 3.14 Conclusions -- References -- 4 Stochastic Mortality Models and Pandemic Shocks -- 4.1 Stochastic Mortality Models and the COVID-19 Shock -- 4.2 The Impact of COVID-19 on Mortality Rates 4.3 Stochastic Mortality Models and Pandemics: Single-Population Models -- 4.3.1 Discrete-Time Single Population Models -- 4.3.2 Continuous-Time Single-Population Models -- 4.4 Stochastic Mortality Models and Pandemics: Multi-population -- 4.4.1 Discrete-Time Models -- 4.4.2 Continuous-Time Models -- 4.5 A Continuous-Time Multi-population Model with Jumps -- 4.6 Conclusions -- References -- 5 A Mortality Model for Pandemics and Other Contagion Events -- 5.1 Introduction -- 5.2 Highlights of Methodology and Findings -- 5.2.1 Summary of Methodology -- 5.2.2 Summary of Findings 5.3 Semiparametric Regression in MCMC -- 5.3.1 MCMC Parameter Shrinkage -- 5.3.2 Spline Regressions -- 5.3.3 Why Shrinkage? -- 5.3.4 Cross Validation in MCMC -- 5.4 Model Details -- 5.4.1 Formulas -- 5.4.2 Fitting Process -- 5.5 Results -- 5.5.1 Extensions: Generalisation, Projections and R Coding -- 5.6 Conclusions -- References -- 6 Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses -- 6.1 Introduction -- 6.2 Risk Levels and Systematic Risk in Insurance -- 6.3 Mathematical Setup -- 6.3.1 Probability Space 6.3.2 Insurance Preliminaries |
| Altri titoli varianti | Pandemics |
| Record Nr. | UNISA-996466419903316 |
|
Boado-Penas María del Carmen
|
||
| Cham, : Springer International Publishing AG, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Pandemics : insurance and social protection / / editors, María del Carmen Boado-Penas, Julia Eisenberg, Şule Şahin
| Pandemics : insurance and social protection / / editors, María del Carmen Boado-Penas, Julia Eisenberg, Şule Şahin |
| Autore | Boado-Penas María del Carmen |
| Pubbl/distr/stampa | Cham, : Springer International Publishing AG, 2021 |
| Descrizione fisica | 1 online resource (xx, 298 pages) : illustrations (some color) |
| Altri autori (Persone) |
Boado-PenasMaría del Carmen
EisenbergJulia ŞahinŞule |
| Collana | Springer Actuarial |
| Soggetto topico |
Epidemics
Insurance - Mathematical models Insurance - Statistical methods Social security Assegurances Models matemàtics Estadística matemàtica Seguretat social Epidèmies |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
Epidemics
Risk Insurance Social protection Actuarial modelling Open Access |
| ISBN | 3-030-78334-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Acknowledgements -- Contents -- Contributors -- 1 COVID-19: A Trigger for Innovations in Insurance? -- 1.1 Introduction -- 1.2 Discussions from the Perspective of Insurance and Social Protection -- 1.2.1 Commercial Insurance -- 1.2.2 The Role of the Governments and Social Protection -- 1.3 Listening to the Wind of Change -- References -- 2 Epidemic Compartmental Models and Their Insurance Applications -- 2.1 Introduction -- 2.2 Compartmental Models in Epidemiology -- 2.2.1 SIR Model -- 2.2.2 Other Compartmental Models -- 2.3 Epidemic Insurance
2.3.1 Annuities and Insurance Benefits -- 2.3.2 Reserves -- 2.3.3 Further Extensions -- 2.3.4 Case Studies: COVID-19 -- 2.4 Resource Management -- 2.4.1 Pillar I: Regional and Aggregate Resources Demand Forecast -- 2.4.2 Pillar II: Centralised Stockpiling and Distribution -- 2.4.3 Pillar III: Centralised Resources Allocation -- 2.5 Conclusion -- References -- 3 Some Investigations with a Simple Actuarial Model for Infections Such as COVID-19 -- 3.1 Introduction -- 3.2 Multiple State Actuarial Models -- 3.3 A Simple Daily Model for Infection -- 3.4 Comparisons with the SIR Model 3.5 Enhancements for COVID-19 and Initial Assumptions -- 3.6 Estimating Parameters Model 1 -- 3.7 Estimating Parameters Model 2 -- 3.8 Comments on Results of Models 1 and 2 -- 3.9 Further Extensions: Models 3 and 4 -- 3.10 Comments on Results of Models 3 and 4 -- 3.11 Projection Models -- 3.12 Problems and Unknowns -- 3.13 Other Countries -- 3.14 Conclusions -- References -- 4 Stochastic Mortality Models and Pandemic Shocks -- 4.1 Stochastic Mortality Models and the COVID-19 Shock -- 4.2 The Impact of COVID-19 on Mortality Rates 4.3 Stochastic Mortality Models and Pandemics: Single-Population Models -- 4.3.1 Discrete-Time Single Population Models -- 4.3.2 Continuous-Time Single-Population Models -- 4.4 Stochastic Mortality Models and Pandemics: Multi-population -- 4.4.1 Discrete-Time Models -- 4.4.2 Continuous-Time Models -- 4.5 A Continuous-Time Multi-population Model with Jumps -- 4.6 Conclusions -- References -- 5 A Mortality Model for Pandemics and Other Contagion Events -- 5.1 Introduction -- 5.2 Highlights of Methodology and Findings -- 5.2.1 Summary of Methodology -- 5.2.2 Summary of Findings 5.3 Semiparametric Regression in MCMC -- 5.3.1 MCMC Parameter Shrinkage -- 5.3.2 Spline Regressions -- 5.3.3 Why Shrinkage? -- 5.3.4 Cross Validation in MCMC -- 5.4 Model Details -- 5.4.1 Formulas -- 5.4.2 Fitting Process -- 5.5 Results -- 5.5.1 Extensions: Generalisation, Projections and R Coding -- 5.6 Conclusions -- References -- 6 Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses -- 6.1 Introduction -- 6.2 Risk Levels and Systematic Risk in Insurance -- 6.3 Mathematical Setup -- 6.3.1 Probability Space 6.3.2 Insurance Preliminaries |
| Altri titoli varianti | Pandemics |
| Record Nr. | UNINA-9910504284203321 |
|
Boado-Penas María del Carmen
|
||
| Cham, : Springer International Publishing AG, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical Foundations of Actuarial Learning and its Applications / / by Mario V. Wüthrich, Michael Merz
| Statistical Foundations of Actuarial Learning and its Applications / / by Mario V. Wüthrich, Michael Merz |
| Autore | Wüthrich Mario V |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham, : Springer Nature, 2023 |
| Descrizione fisica | 1 online resource (XII, 605 p. 1 illus.) |
| Disciplina | 368.01 |
| Collana | Springer Actuarial |
| Soggetto topico |
Actuarial science
Statistics Machine learning Artificial intelligence—Data processing Social sciences—Mathematics Actuarial Mathematics Statistics in Business, Management, Economics, Finance, Insurance Machine Learning Data Science Mathematics in Business, Economics and Finance Assegurances Estadística |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
Deep Learning
Actuarial Modeling Pricing and Claims Reserving Artificial Neural Networks Regression Modeling |
| ISBN | 3-031-12409-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910632470503321 |
|
Wüthrich Mario V
|
||
| Cham, : Springer Nature, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic claims reserving methods in insurance / / Mario V. Wuthrich and Michael Merz
| Stochastic claims reserving methods in insurance / / Mario V. Wuthrich and Michael Merz |
| Autore | Wuthrich Mario V |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (440 p.) |
| Disciplina | 368/.0140151922 |
| Altri autori (Persone) | MerzMichael |
| Collana | Wiley finance series |
| Soggetto topico |
Insurance claims - Mathematical models
Assegurances Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-119-20626-X
1-282-35012-9 9786612350122 0-470-77272-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Stochastic Claims Reserving Methods in Insurance; Contents; Preface; Acknowledgement; 1 Introduction and Notation; 1.1 Claims process; 1.1.1 Accounting principles and accident years; 1.1.2 Inflation; 1.2 Structural framework to the claims-reserving problem; 1.2.1 Fundamental properties of the claims reserving process; 1.2.2 Known and unknown claims; 1.3 Outstanding loss liabilities, classical notation; 1.4 General remarks; 2 Basic Methods; 2.1 Chain-ladder method (distribution-free); 2.2 Bornhuetter-Ferguson method; 2.3 Number of IBNyR claims, Poisson model
2.4 Poisson derivation of the CL algorithm3 Chain-Ladder Models; 3.1 Mean square error of prediction; 3.2 Chain-ladder method; 3.2.1 Mack model (distribution-free CL model); 3.2.2 Conditional process variance; 3.2.3 Estimation error for single accident years; 3.2.4 Conditional MSEP, aggregated accident years; 3.3 Bounds in the unconditional approach; 3.3.1 Results and interpretation; 3.3.2 Aggregation of accident years; 3.3.3 Proof of Theorems 3.17, 3.18 and 3.20; 3.4 Analysis of error terms in the CL method; 3.4.1 Classical CL model; 3.4.2 Enhanced CL model; 3.4.3 Interpretation 3.4.4 CL estimator in the enhanced model3.4.5 Conditional process and parameter prediction errors; 3.4.6 CL factors and parameter estimation error; 3.4.7 Parameter estimation; 4 Bayesian Models; 4.1 Benktander-Hovinen method and Cape-Cod model; 4.1.1 Benktander-Hovinen method; 4.1.2 Cape-Cod model; 4.2 Credible claims reserving methods; 4.2.1 Minimizing quadratic loss functions; 4.2.2 Distributional examples to credible claims reserving; 4.2.3 Log-normal/Log-normal model; 4.3 Exact Bayesian models; 4.3.1 Overdispersed Poisson model with gamma prior distribution 4.3.2 Exponential dispersion family with its associated conjugates4.4 Markov chain Monte Carlo methods; 4.5 Bühlmann-Straub credibility model; 4.6 Multidimensional credibility models; 4.6.1 Hachemeister regression model; 4.6.2 Other credibility models; 4.7 Kalman filter; 5 Distributional Models; 5.1 Log-normal model for cumulative claims; 5.1.1 Known variances 2j; 5.1.2 Unknown variances; 5.2 Incremental claims; 5.2.1 (Overdispersed) Poisson model; 5.2.2 Negative-Binomial model; 5.2.3 Log-normal model for incremental claims; 5.2.4 Gamma model; 5.2.5 Tweedie's compound Poisson model 5.2.6 Wright's model6 Generalized Linear Models; 6.1 Maximum likelihood estimators; 6.2 Generalized linear models framework; 6.3 Exponential dispersion family; 6.4 Parameter estimation in the EDF; 6.4.1 MLE for the EDF; 6.4.2 Fisher's scoring method; 6.4.3 Mean square error of prediction; 6.5 Other GLM models; 6.6 Bornhuetter-Ferguson method, revisited; 6.6.1 MSEP in the BF method, single accident year; 6.6.2 MSEP in the BF method, aggregated accident years; 7 Bootstrap Methods; 7.1 Introduction; 7.1.1 Efron's non-parametric bootstrap; 7.1.2 Parametric bootstrap 7.2 Log-normal model for cumulative sizes |
| Record Nr. | UNINA-9910816349003321 |
|
Wuthrich Mario V
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic claims reserving methods in insurance [[electronic resource] /] / Mario V. Wüthrich and Michael Merz
| Stochastic claims reserving methods in insurance [[electronic resource] /] / Mario V. Wüthrich and Michael Merz |
| Autore | Wüthrich Mario V |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (440 p.) |
| Disciplina | 368/.0140151922 |
| Altri autori (Persone) | MerzMichael |
| Collana | Wiley finance series |
| Soggetto topico |
Insurance claims - Mathematical models
Assegurances Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-119-20626-X
1-282-35012-9 9786612350122 0-470-77272-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Stochastic Claims Reserving Methods in Insurance; Contents; Preface; Acknowledgement; 1 Introduction and Notation; 1.1 Claims process; 1.1.1 Accounting principles and accident years; 1.1.2 Inflation; 1.2 Structural framework to the claims-reserving problem; 1.2.1 Fundamental properties of the claims reserving process; 1.2.2 Known and unknown claims; 1.3 Outstanding loss liabilities, classical notation; 1.4 General remarks; 2 Basic Methods; 2.1 Chain-ladder method (distribution-free); 2.2 Bornhuetter-Ferguson method; 2.3 Number of IBNyR claims, Poisson model
2.4 Poisson derivation of the CL algorithm3 Chain-Ladder Models; 3.1 Mean square error of prediction; 3.2 Chain-ladder method; 3.2.1 Mack model (distribution-free CL model); 3.2.2 Conditional process variance; 3.2.3 Estimation error for single accident years; 3.2.4 Conditional MSEP, aggregated accident years; 3.3 Bounds in the unconditional approach; 3.3.1 Results and interpretation; 3.3.2 Aggregation of accident years; 3.3.3 Proof of Theorems 3.17, 3.18 and 3.20; 3.4 Analysis of error terms in the CL method; 3.4.1 Classical CL model; 3.4.2 Enhanced CL model; 3.4.3 Interpretation 3.4.4 CL estimator in the enhanced model3.4.5 Conditional process and parameter prediction errors; 3.4.6 CL factors and parameter estimation error; 3.4.7 Parameter estimation; 4 Bayesian Models; 4.1 Benktander-Hovinen method and Cape-Cod model; 4.1.1 Benktander-Hovinen method; 4.1.2 Cape-Cod model; 4.2 Credible claims reserving methods; 4.2.1 Minimizing quadratic loss functions; 4.2.2 Distributional examples to credible claims reserving; 4.2.3 Log-normal/Log-normal model; 4.3 Exact Bayesian models; 4.3.1 Overdispersed Poisson model with gamma prior distribution 4.3.2 Exponential dispersion family with its associated conjugates4.4 Markov chain Monte Carlo methods; 4.5 Bühlmann-Straub credibility model; 4.6 Multidimensional credibility models; 4.6.1 Hachemeister regression model; 4.6.2 Other credibility models; 4.7 Kalman filter; 5 Distributional Models; 5.1 Log-normal model for cumulative claims; 5.1.1 Known variances 2j; 5.1.2 Unknown variances; 5.2 Incremental claims; 5.2.1 (Overdispersed) Poisson model; 5.2.2 Negative-Binomial model; 5.2.3 Log-normal model for incremental claims; 5.2.4 Gamma model; 5.2.5 Tweedie's compound Poisson model 5.2.6 Wright's model6 Generalized Linear Models; 6.1 Maximum likelihood estimators; 6.2 Generalized linear models framework; 6.3 Exponential dispersion family; 6.4 Parameter estimation in the EDF; 6.4.1 MLE for the EDF; 6.4.2 Fisher's scoring method; 6.4.3 Mean square error of prediction; 6.5 Other GLM models; 6.6 Bornhuetter-Ferguson method, revisited; 6.6.1 MSEP in the BF method, single accident year; 6.6.2 MSEP in the BF method, aggregated accident years; 7 Bootstrap Methods; 7.1 Introduction; 7.1.1 Efron's non-parametric bootstrap; 7.1.2 Parametric bootstrap 7.2 Log-normal model for cumulative sizes |
| Record Nr. | UNINA-9910146099603321 |
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Wüthrich Mario V
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| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Transparency in Insurance Contract Law / / edited by Pierpaolo Marano, Kyriaki Noussia
| Transparency in Insurance Contract Law / / edited by Pierpaolo Marano, Kyriaki Noussia |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (714 pages) |
| Disciplina | 346.086 |
| Collana | AIDA Europe Research Series on Insurance Law and Regulation |
| Soggetto topico |
Private international law
Conflict of laws International law Comparative law Financial services industry Commercial law European Economic Community Trade regulation Contracts Common law Private International Law, International and Foreign Law, Comparative Law Financial Services European Economic Law International Economic Law, Trade Law Common Contract Law Commercial Law Assegurances Finances privades Dret mercantil |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-31198-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part 1. Civil Law: European Union -- Transparency in the Insurance Contract Law of Austria,Transparency in the Insurance Contract Law of Croatia -- Transparency in the Insurance Contract Law of Germany -- Transparency in the Insurance Contract Law of Greece -- Transparency in the Insurance Contract Law of Italy -- Transparency in the Insurance Contract Law in the Netherlands -- Transparency in the Insurance Contract Law of Poland -- Transparency in the Insurance Contract Law of Portugal -- Transparency in the Insurance Contract Law of Spain -- Transparency in the Insurance Contract Law of Sweden -- Transparency in the Insurance Contract Law: A Comparative Analysis Between the Principles of European Insurance Contract Law (PEICL) and Selected European Legal Regimes -- Part II Civil Law: Other Jurisdictions -- Transparency in the Insurance Contract Law of Chile -- Transparency in the Insurance Contract Law of China -- Transparency in the Insurance Contract Law of Colombia -- Transparency in the Insurance Contract Law of Georgia -- Transparency in the Insurance Contract Law of Japan -- Transparency in the Insurance Contract Law of Peru -- Transparency in the Insurance Contract Law of Russia -- Transparency in the Insurance Contract Law of Turkey -- Transparency in the Insurance Contract Law of the Western Balkans -- Comparative Analysis of Transparency in the Insurance Contract Law of Colombia, Chile, Peru, and Spain -- Comparative Analysis of Transparency in Insurance Law in the Civil/Continental Law Jurisdictions -- Part III Common Law -- Transparency in the Insurance Contract Law of Australia -- Transparency in the Insurance Contract Law of England -- Transparency in the Insurance Contract Law of Israel -- Transparency of the Insurance Contract Law of Singapore -- Transparency in the Insurance Contract Law of South Africa -- Transparency in the Insurance Contract Law in the United States -- Comparative Analysis of Transparency in the Insurance Contract Law of the Common Law Jurisdictions. |
| Record Nr. | UNINA-9910383821303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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