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: University of Waterloo
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2013
• 资助国家: 加拿大
• 起止时间: 2013-01-01 至 2014-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=524407
• 关键词: Stochastic; models; risk; queueing; applications

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.

在试图分析与健康保险以及涉及房主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，必须了解保险业务的投资组合在其过去和未来基于风险的行为的性质方面是非常复杂的。 有各种确定性和随机性的影响在发挥作用，和未来索赔经验的准确预测，有必要确定所有这些影响和他们的影响。 概率和统计的作用在评估一个定量的（即，理论）模型能够准确地预测保险业务组合的索赔经验。