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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
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
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
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
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
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
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
"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
Persistent link: https://www.econbiz.de/10005048492
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