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2 results for “Claim Probability”
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Research ArticleOpen accessEvery word in the titleASYMPTOTIC BEHAVIOR OF FINITE-TIME RUIN PROBABILITY IN A BY-CLAIM RISK MODEL WITH CONSTANT INTEREST RATELei WangThis study investigates the ruin probability of a renewal risk model with constant interest rate and by-claim parts. We assume that the claim size and the inter-arrival time satisfy a certain dependent structure with some additional assumptions on their distribution functions. In particular, we study the asymptotic behavior of P(R*δ´ (t, x) >x), which holds uniformly in a finite interval. … …Journal of Mathematics and Statistics, Vol. 10, Issue 3 · 5 Aug 2014 · 6,985 accessesView PDFCite
Research ArticleOpen accessIn the keywordsESTIMATION OF CLAIM COST DATA USING ZERO ADJUSTED GAMMA AND INVERSE GAUSSIAN REGRESSION MODELSYulia Resti, Noriszura Ismail, Saiful Hafizah JamaanIn actuarial and insurance literatures, several researchers suggested generalized linear regression models (GLM) for modeling claim costs as a function of risk factors. The modeling of claim costs involving both zero and positive claims experience has been carried out by fitting the claim costs collectively using Tweedie model. However, the probability of zero claims in Tweedie model is not allowed … …Journal of Mathematics and Statistics, Vol. 9, Issue 3 · 11 Jul 2013 · 7,263 accessesView PDFCite