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Dergiler / Sigma Mühendislik ve Fen Bilimleri Dergisi / 2015 / Cilt: 33 - Sayı: 1

RISK MEASUREMENT FOR MOTOR THIRD PARTY LIABILITY INSURANCE IN TURKEY

Aslıhan ŞENTÜRK ACAR
Uğur KARABEY
Sayfa
103–111
Yayın Tarihi
2015-03-01
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

With the risk measures calculated for three different confidence levels, maximum losses for various risk classes are achieved and the results are compared.

📌 3 Maddede Bu Makale

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Amaç & Hipotez: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.
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Temel Bulgular & Veri:Value at Risk and Expected Short Fall methods are used for the risk measures.
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Sonuç & Katkı:With the risk measures calculated for three different confidence levels, maximum losses for various risk classes are achieved and the results are compared.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Risk measure · generalized linear models · motor third party liability insurance.

Abstract

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.

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Bu Makaleye Atıf Yap

ACAR, A. Ş., KARABEY, U. (2015). RISK MEASUREMENT FOR MOTOR THIRD PARTY LIABILITY INSURANCE IN TURKEY. Sigma Mühendislik ve Fen Bilimleri Dergisi, Cilt: 33 - Sayı: 1, 103–111. https://ajindex.com/articles/419056

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Kaynakça (12)

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