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Stochastic models for risk and queueing applications

Stochastic models for risk and queueing applications
风险和排队应用程序的随机模型
批准号:
238675-2010
负责人:
Drekic, Stevo
金额:
$1.09万
依托单位:
依托单位国家:
加拿大
项目类别:
Discovery Grants Program - Individual
财政年份:
2010
资助国家:
加拿大
项目状态:
已结题
起止时间:
2010-01-01 至 2011-12-31

项目摘要

项目成果

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中文摘要
翻译
在试图分析与健康保险以及涉及房屋和汽车保险的财产和意外伤害保险情况有关的保险损失时,必须了解,就其过去和未来基于风险的行为的性质而言,保险业务组合非常复杂。有各种确定性和随机影响在起作用,对未来索赔经验的精确预测需要确定所有这些影响及其效果。在评估定量(即理论)模型是否能够准确预测保险业务组合的索赔经验时,概率和统计的作用至关重要。
英文摘要
In attempting to analyze insurance losses arising in connection with health coverages as well as property and casualty insurance situations involving homeowner and automobile coverages, it is imperative to understand that a portfolio of insurance business is very complicated in terms of the nature of its past and future risk-based behaviour. There are various deterministic and stochastic influences at play, and the precise prediction of the future claims experience necessitates that all such influences and their effects be identified. The role of probability and statistics is vitally important in assessing whether a quantitative (i.e., theoretical) model is able to accurately predict the claims experience of a portfolio of insurance business.
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Stochastic Modelling and Optimization With Applications in Queues and Insurance
  • 批准号:
    RGPIN-2016-03685
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $2.19万
  • 财政年份:
    2021
  • 负责人:
    Drekic, Stevo
  • 依托单位:
Stochastic Modelling and Optimization With Applications in Queues and Insurance
  • 批准号:
    RGPIN-2016-03685
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $1.09万
  • 财政年份:
    2020
  • 负责人:
    Drekic, Stevo
  • 依托单位:
Stochastic Modelling and Optimization With Applications in Queues and Insurance
  • 批准号:
    RGPIN-2016-03685
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $1.09万
  • 财政年份:
    2019
  • 负责人:
    Drekic, Stevo
  • 依托单位:
Stochastic Modelling and Optimization With Applications in Queues and Insurance
  • 批准号:
    RGPIN-2016-03685
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $1.09万
  • 财政年份:
    2018
  • 负责人:
    Drekic, Stevo
  • 依托单位:
国内基金
海外基金
Scalable Learning and Optimization: High-dimensional Models and Online Decision-Making Strategies for Big Data Analysis
河北南部地区灰霾的来源和形成机制研究
  • 批准号:
    41105105
  • 项目类别:
    青年科学基金项目
  • 资助金额:
    25.0万元
  • 批准年份:
    2011
  • 负责人:
    王丽涛
  • 依托单位:
保险风险模型、投资组合及相关课题研究
  • 批准号:
    10971157
  • 项目类别:
    面上项目
  • 资助金额:
    24.0万元
  • 批准年份:
    2009
  • 负责人:
    胡亦钧
  • 依托单位:
RKTG对ERK信号通路的调控和肿瘤生成的影响