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On a new interpretation of the sample variance
Mukhopadhyay, Nitis; Chattopadhyay, Bhargab - In: Statistical Papers 54 (2013) 3, pp. 827-837
It may not be an overstatement that one of the most widely reported measures of variation involves S <Superscript>2</Superscript>, the sample variance, which is also well-known to be alternatively expressed in the form of an U statistic with a symmetric kernel of degree 2 whatever be the population distribution function....</superscript>
Persistent link: https://www.econbiz.de/10010998620
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Bayesian models in actuarial mathematics
Schmidt, Klaus D. - In: Computational Statistics 48 (1998) 1, pp. 117-146
The present paper provides a unifying survey of Bayesian models in different areas of actuarial mathematics. Bayesian models are discussed with regard to claim number processes, experience rating, and experience reserving. Most models are parametric, but experience rating is also considered in...
Persistent link: https://www.econbiz.de/10010847482
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Bayesian models in actuarial mathematics
Schmidt, Klaus D. - In: Mathematical Methods of Operations Research 48 (1998) 1, pp. 117-146
The present paper provides a unifying survey of Bayesian models in different areas of actuarial mathematics. Bayesian models are discussed with regard to claim number processes, experience rating, and experience reserving. Most models are parametric, but experience rating is also considered in...
Persistent link: https://www.econbiz.de/10010949923
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UMA ANÁLISE DOS ASPECTOS DISTRIBUTIVOS DA APOSENTADORIA POR TEMPO DE CONTRIBUIÇÃO DO INSS COM O EMPREGO DE MATEMÁTICA ATUARIAL
de Almeida Lima, Daniela; Eduardo Afonso, Luís - Faculdade de Economia, Administração e Contabilidade … - 2010
O objetivo do artigo é o cálculo de parâmetros usualmente adotados na literatura sobre previdência social, como as taxas de reposição previdenciária, alíquotas de contribuição atuarialmente justa e valores presentes de contribuições e de benefícios, para o caso brasileiro. Os...
Persistent link: https://www.econbiz.de/10009293798
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Modelización financiero-actuarial de un seguro de dependencia = Long Term Care Insurance Actuarial Model
Herranz Peinado, Patricia; Guerrero Casas, Flor M.; … - In: Revista de Métodos Cuantitativos para la Economía y … 6 (2008) 1, pp. 42-73
España ha seguido la tendencia de otros países en cuanto a la cobertura de las personas dependientes, es decir, aquellas que necesitan ayuda para realizar las tareas básicas de la vida diaria, y lo ha hecho mediante la aprobación de la Ley de Promoción de la Autonomía Personal y Atención...
Persistent link: https://www.econbiz.de/10005403972
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Payroll loans by old age and survivors pensioners: an exploratory study using the principles of actuarial mathematics
Gouveia, Fernando Henrique Câmara; Afonso, Luís Eduardo - In: Brazilian Business Review 7 (2010) 1, pp. 59-88
Credit activity has been growing strongly in Brazil since 2004. An important factor is personal loans to people receiving benefits from the Brazilian National Social Security Institute (INSS) with repayment by automatic deduction from their benefits. This paper investigates whether the rate of...
Persistent link: https://www.econbiz.de/10010631381
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Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
Asmussen, Søren - In: Risks 2 (2014) 1, pp. 49-73
In a bonus-malus system in car insurance, the bonus class of a customer is updated from one year to the next as a function of the current class and the number of claims in the year (assumed Poisson). Thus the sequence of classes of a customer in consecutive years forms a Markov chain, and most...
Persistent link: https://www.econbiz.de/10011030549
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Kompensatorische Lohndifferenziale und der Wert eines statistischen Lebens in Deutschland (Compensating wage differentials and the value of a statistical life in Germany)
Spengler, Hannes - In: Zeitschrift für ArbeitsmarktForschung - Journal for … 37 (2004) 3, pp. 269-305
"This paper is the first empirical study to determine the value of a statistical life for the Federal Republic of Germany. The analyses are conducted on the basis of a data set composed of the IAB employment sample and information concerning industrial accidents from the employers' liability...
Persistent link: https://www.econbiz.de/10010732043
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Das Äquivalenzprinzip der Finanzmathematik
Walther, Ursula - Fakultät Wirtschaftswissenschaften, Technische … - 2002
Das Äquivalenzprinzip der Finanzmathematik vergleicht und bewertet Zahlungsströme. Dazu ist eine Bewertung von Zeit und … Darstellungsweise gibt einen einheitlichen formalen Rahmen. In der Finanzmathematik wird Zeit durch Verzinsung bewertet. Bei der … two approaches. The classical Bernoulli's rule rests on individual preferences while modern capital market theory offers a …
Persistent link: https://www.econbiz.de/10009207014
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Abc-Modell eines Ponzi-Systems
Parodi, Bernhard R. - Volkswirtschaftliche Fakultät, … - 2013
Ein analytisches Modell mit acht Parametern zur Beschreibung idealisierter Ponzi-Systeme mit asymmetrisch und progressiv wachsenden Kapitalzu- und -abflüssen wird präsentiert. Investoren bleiben optional zeitlich begrenzt oder dauerhaft investiert. Diverse Systemvarianten inklusive deren...
Persistent link: https://www.econbiz.de/10011110795