Heavy-Tailed Loss Frequencies from Mixtures of Negative Binomial and Poisson Counts
J Dai, Z Huang, MR Powers, J Xu - arXiv preprint arXiv:2211.03611, 2022 - arxiv.org
Heavy-tailed random variables have been used in insurance research to model both loss
frequencies and loss severities, with substantially more emphasis on the latter. In the …
frequencies and loss severities, with substantially more emphasis on the latter. In the …
Estimation of transition probabilities of credit ratings
GC Peng, PA Hin - AIP Conference Proceedings, 2015 - pubs.aip.org
The present research is based on the quarterly credit ratings of ten companies over 15 years
taken from the database of the Taiwan Economic Journal. The components in the …
taken from the database of the Taiwan Economic Journal. The components in the …
Prediction region for average claim occurrence rate and average claim size in motor insurance
WY Pan, HC Soo, AH Pooi - ITM Web of Conferences, 2021 - itm-conferences.org
The third-party motor insurance data from Sweden for 1977 described by Andrews and
Herzberg in 1985 contain average claim occurrence rate (P c), average claim size (C a) for …
Herzberg in 1985 contain average claim occurrence rate (P c), average claim size (C a) for …
Prediction future asset price which is non-concordant with the historical distribution
NY Seong, PA Hin - AIP Conference Proceedings, 2015 - pubs.aip.org
This paper attempts to predict the major characteristics of the future asset price which is non-
concordant with the distribution estimated from the price today and the prices on a large …
concordant with the distribution estimated from the price today and the prices on a large …