|
|
|
|
| LEADER |
01000caa a22002652 4500 |
| 001 |
NLM368420841 |
| 003 |
DE-627 |
| 005 |
20240215232119.0 |
| 007 |
cr uuu---uuuuu |
| 008 |
240214s2024 xx |||||o 00| ||eng c |
| 024 |
7 |
|
|a 10.1080/02664763.2022.2125936
|2 doi
|
| 028 |
5 |
2 |
|a pubmed24n1294.xml
|
| 035 |
|
|
|a (DE-627)NLM368420841
|
| 035 |
|
|
|a (NLM)38351978
|
| 040 |
|
|
|a DE-627
|b ger
|c DE-627
|e rakwb
|
| 041 |
|
|
|a eng
|
| 100 |
1 |
|
|a Mohamed, Heba Soltan
|e verfasserin
|4 aut
|
| 245 |
1 |
2 |
|a A size-of-loss model for the negatively skewed insurance claims data
|b applications, risk analysis using different methods and statistical forecasting
|
| 264 |
|
1 |
|c 2024
|
| 336 |
|
|
|a Text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a ƒaComputermedien
|b c
|2 rdamedia
|
| 338 |
|
|
|a ƒa Online-Ressource
|b cr
|2 rdacarrier
|
| 500 |
|
|
|a Date Revised 15.02.2024
|
| 500 |
|
|
|a published: Electronic-eCollection
|
| 500 |
|
|
|a Citation Status PubMed-not-MEDLINE
|
| 520 |
|
|
|a © 2022 Informa UK Limited, trading as Taylor & Francis Group.
|
| 520 |
|
|
|a The future values of the expected claims are very important for the insurance companies for avoiding the big losses under uncertainty which may be produced from future claims. In this paper, we define a new size-of-loss distribution for the negatively skewed insurance claims data. Four key risk indicators are defined and analyzed under four estimation methods: maximum likelihood, ordinary least squares, weighted least squares, and Anderson Darling. The insurance claims data are modeled using many competitive models and comprehensive comparison is performed under nine statistical tests. The autoregressive model is proposed to analyze the insurance claims data and estimate the future values of the expected claims. The value-at-risk estimation and the peaks-over random threshold mean-of-order-p methodology are considered
|
| 650 |
|
4 |
|a Journal Article
|
| 650 |
|
4 |
|a 60E05
|
| 650 |
|
4 |
|a 62E10
|
| 650 |
|
4 |
|a 62F10
|
| 650 |
|
4 |
|a 62F15
|
| 650 |
|
4 |
|a 62H05
|
| 650 |
|
4 |
|a 62P05
|
| 650 |
|
4 |
|a Autoregressive model
|
| 650 |
|
4 |
|a Cullen and Frey plot
|
| 650 |
|
4 |
|a claims payment
|
| 650 |
|
4 |
|a mean-of-order-p
|
| 650 |
|
4 |
|a peaks-over random threshold
|
| 650 |
|
4 |
|a risk analysis
|
| 700 |
1 |
|
|a Cordeiro, Gauss M
|e verfasserin
|4 aut
|
| 700 |
1 |
|
|a Minkah, R
|e verfasserin
|4 aut
|
| 700 |
1 |
|
|a Yousof, Haitham M
|e verfasserin
|4 aut
|
| 700 |
1 |
|
|a Ibrahim, Mohamed
|e verfasserin
|4 aut
|
| 773 |
0 |
8 |
|i Enthalten in
|t Journal of applied statistics
|d 1991
|g 51(2024), 2 vom: 14., Seite 348-369
|w (DE-627)NLM098188178
|x 0266-4763
|7 nnns
|
| 773 |
1 |
8 |
|g volume:51
|g year:2024
|g number:2
|g day:14
|g pages:348-369
|
| 856 |
4 |
0 |
|u http://dx.doi.org/10.1080/02664763.2022.2125936
|3 Volltext
|
| 912 |
|
|
|a GBV_USEFLAG_A
|
| 912 |
|
|
|a SYSFLAG_A
|
| 912 |
|
|
|a GBV_NLM
|
| 912 |
|
|
|a GBV_ILN_350
|
| 951 |
|
|
|a AR
|
| 952 |
|
|
|d 51
|j 2024
|e 2
|b 14
|h 348-369
|