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52379 results in Statistics and Probability

Page 140 of 2619

  • 11 - Nonparametric Model Estimation

  • from Part IV - Model Construction and Evaluation
  • Yiu-Kuen Tse, Singapore Management University
  • Book:
    Nonlife Actuarial Models
    Published online:
    07 July 2023
    Print publication:
    25 May 2023, pp 274-306

  • Summary

    The main focus of this chapter is the estimation of the distribution function and probability (density) function of duration and loss variables. The methods used depend on whether the data are for individual or grouped observations, and whether the observations are complete or incomplete.

  • Some observations on the temporal patterns in the surplus process of an insurer

  • Yang Miao, Kristina P. Sendova, Bruce L. Jones, Zhong Li
  • Journal:
    British Actuarial Journal / Volume 28 / 2023
    Published online by Cambridge University Press:
    25 May 2023, e4
    • Article
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      • Open access
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  • In this paper, we explore potential surplus modelling improvements by investigating how well the available models describe an insurance risk process. To this end, we obtain and analyse a real-life data set that is provided by an anonymous insurer. Based on our analysis, we discover that both the purchasing process and the corresponding claim process have seasonal fluctuations. Some special events, such as public holidays, also have impact on these processes. In the existing literature, the seasonality is often stressed in the claim process, while the cash inflow usually assumes simple forms. We further suggest a possible way of modelling the dependence between these two processes. A preliminary analysis of the impact of these patterns on the surplus process is also conducted. As a result, we propose a surplus process model which utilises a non-homogeneous Poisson process for premium counts and a Cox process for claim counts that reflect the specific features of the data.

  • 14 - Basic Monte Carlo Methods

  • from Part IV - Model Construction and Evaluation
  • Yiu-Kuen Tse, Singapore Management University
  • Book:
    Nonlife Actuarial Models
    Published online:
    07 July 2023
    Print publication:
    25 May 2023, pp 370-401

  • Summary

    Some problems arising from loss modeling may be analytically intractable. Many of these problems, however, can be formulated in a stochastic framework, with a solution that can be estimated empirically. This approach is called Monte Carlo simulation. It involves drawing samples of observations randomly according to the distribution required, in a manner determined by the analytic problem.

  • 12 - Parametric Model Estimation

  • from Part IV - Model Construction and Evaluation
  • Yiu-Kuen Tse, Singapore Management University
  • Book:
    Nonlife Actuarial Models
    Published online:
    07 July 2023
    Print publication:
    25 May 2023, pp 307-349

  • Summary

    Some models assume that the failure-time or loss variables follow a certain family of distributions, specified up to a number of unknown parameters. To compute quantities such as average loss or VaR, the parameters of the distributions have to be estimated. This chapter discusses various methods of estimating the parameters of a failure-time or loss distribution.

  • 4 - Risk Measures

  • from Part II - Risk and Ruin
  • Yiu-Kuen Tse, Singapore Management University
  • Book:
    Nonlife Actuarial Models
    Published online:
    07 July 2023
    Print publication:
    25 May 2023, pp 105-130

  • Summary

    As insurance companies hold portfolios of insurance policies that may result in claims, it is a good management practice to assess the exposure of the company to such risks. A risk measure, which summarizes the overall risk exposures of the company, helps the company evaluate if there is sufficient capital to overcome adverse events.

  • 6 - Classical Credibility

  • from Part III - Credibility
  • Yiu-Kuen Tse, Singapore Management University
  • Book:
    Nonlife Actuarial Models
    Published online:
    07 July 2023
    Print publication:
    25 May 2023, pp 149-168

  • Summary

    Credibility models were first proposed in the beginning of the twentieth century to update predictions of insurance losses in light of recently available data of insurance claims. The oldest approach is the limited-fluctuation credibility method, also called the classical approach, which proposes to update the loss prediction as a weighted average of the prediction based purely on the recent data and the rate in the insurance manual. Full credibility is achieved if the amount of recent data is sufficient, in which case the updated prediction will be based on the recent data only. If, however, the amount of recent data is insufficient, only partial credibility is attributed to the data, and the updated prediction depends on the manual rate as well.

  • Risk factors for acute toxoplasmosis in the Netherlands

  • Ingrid H. M. Friesema, Agnetha Hofhuis, Denise Hoek-van Deursen, Arjan R. Jansz, Alewijn Ott, Jaap J. van Hellemond, Joke van der Giessen, Laetitia M. Kortbeek, Marieke Opsteegh
  • Journal:
    Epidemiology & Infection / Volume 151 / 2023
    Published online by Cambridge University Press:
    24 May 2023, e95
    • Article
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  • Toxoplasmosis caused by the protozoan parasite Toxoplasma gondii occurs worldwide. Infections range from asymptomatic to life-threatening. T. gondii infection is acquired either via bradyzoites in meat or via oocysts in the environment, but the relative importance of these path ways and the different sources remains unclear. In this study, possible risk factors for toxoplasmosis in the Netherlands were investigated. A case–control study was conducted including persons with recent infection and individuals with a negative test result for IgM and IgG for T. gondii between July 2016 and April 2021. A total of 48 cases and 50 controls completed the questionnaire. Food history and environmental exposure were compared using logistic regression. Consumption of different meats was found to be associated with recent infection. In the multivariable model, adjusted for age, gender, and pregnancy, consumption of large game meat (adjusted odds ratio (aOR) 8.2, 95% confidence interval 1.6–41.9) and sometimes (aOR 4.1, 1.1–15.3) or never (aOR 15.9, 2.2–115.5) washing hands before food preparation remained. These results emphasize the value of the advice to be careful with the consumption of raw and undercooked meat. Good hand hygiene could also be promoted in the prevention of T. gondii infection.

  • ECT volume 39 issue 3 Cover and Back matter

  • Journal:
    Econometric Theory / Volume 39 / Issue 3 / June 2023
    Published online by Cambridge University Press:
    24 May 2023, pp. b1-b2
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Page 140 of 2619