RISK MEASUREMENT FOR MOTOR THIRD PARTY LIABILITY INSURANCE IN TURKEY

被引：0

作者：

Acar, Aslihan Senturk ^{[1
]}

Karabey, Ugur ^{[1
]}

机构：

[1] Hacettepe Univ, Fen Fak, Aktuerya Bilimleri Bolumu, Beytepe, Turkey

来源：

SIGMA JOURNAL OF ENGINEERING AND NATURAL SCIENCES-SIGMA MUHENDISLIK VE FEN BILIMLERI DERGISI | 2015年 / 33卷 / 01期

关键词：

Risk measure; generalized linear models; motor third party liability insurance;

D O I：

暂无

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this study, a motor third party liability insurance data set is examined, claim amounts are modeled and risk measures are calculated according to the significant explanatory variables. Value at Risk and Expected Short Fall methods are used for the risk measures. With the risk measures calculated for three different confidence levels, maximum losses for various risk classes are achieved and the results are compared.

引用

页码：103 / 111

页数：9

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