Quantile Models of Losses in Property Insurance

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F11%3A39892265" target="_blank" >RIV/00216275:25410/11:39892265 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Quantile Models of Losses in Property Insurance
Original language description
The purpose of the risk theory in insurance is to study the total claim amount. In this paper, we will concentrate on one of the components of the total claim amount: the individual claim amount, called a loss distribution. The objective is o describe the variation of the claim amounts by finding the loss distribution that adequately describes the claims that actually occur. There is often a natural desire to fit a probability distribution with reasonably tractable mathematical properties to such a dataset based on some exploratory analysis of the data.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Project
<a href="/en/project/GA402%2F09%2F1866" target="_blank" >GA402/09/1866: Modelling, Simulations and Management of Insurance Risks</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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