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Some Problems Of Non-life Insurance Based On Log-normal Distriution

Posted on:2010-10-21Degree:DoctorType:Dissertation
Country:ChinaCandidate:S B XinFull Text:PDF
GTID:1489304313457434Subject:Management Science and Engineering
Abstract/Summary:PDF Full Text Request
This paper gives an overview based on the non-life insurance,control charts research progress, point out that the control charts can used for the non-life insurance calculation and risk control is viable; Giving the approximation of parallel move log-normal distribution based on short polymeric claims total, reaching the probability and statistic nature of parallel move log-normal distribution, then comparing with parallel move gamma distribution; Designing the control lines,control lines coefficient table(one-side and double side),the operation steps and matters need attention of mean-range control charts and EWMA control chart based on log-normal distribution,then evaluating the effectiveness of quality control charts use average range length;In the end, giving the estimation of parameter method based on truncated log-normal distribution which can reflect the influence of deductible and quota loss reinsurance, then giving the fit steps and analysis of left truncated log-normal distribution with an example.
Keywords/Search Tags:non-life insurance, control charts, truncated distribution
PDF Full Text Request
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