Relevant bibliographies by topics / Calculation of premiums

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Academic literature on the topic 'Calculation of premiums'

Author: Grafiati
Published: 4 June 2021
Last updated: 16 February 2022

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Journal articles on the topic "Calculation of premiums"

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Gay, Roger. "Premium Calculation for Fat-tailed Risk." ASTIN Bulletin 35, no. 01 (2005): 163–88. http://dx.doi.org/10.2143/ast.35.1.583171.

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When insurance claims are governed by fat-tailed distributions considerable uncertainty about the value of the tail-index is often inescapable. In this paper, using the theory of risk aversion, a new premium principle (the power principle – analogous to the exponential principle for thin-tailed claims) is established and its properties investigated. Applied to claims arising from generalized Pareto distributions, the resultant premium is shown to be the ratio of the two largest expected claims, for which the ratio of the actual claims is an unbiased as well as a consistent estimator. Whereas thin-tailed claim premiums are determined largely by the first two moments of the claims distribution, fat-tailed claim premiums are determined by the first two extremes. The context of risk-aversion leads to a natural model for incorporating tail-index uncertainty into premiums, which nevertheless leaves the basic ratio structure unaltered. To illustrate the theory, possible ‘premiums’ for US hurricane data are examined, which utilize the consistent pattern of observed extremes.
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Gay, Roger. "Premium Calculation for Fat-tailed Risk." ASTIN Bulletin 35, no. 1 (2005): 163–88. http://dx.doi.org/10.1017/s0515036100014112.

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When insurance claims are governed by fat-tailed distributions considerable uncertainty about the value of the tail-index is often inescapable. In this paper, using the theory of risk aversion, a new premium principle (the power principle – analogous to the exponential principle for thin-tailed claims) is established and its properties investigated. Applied to claims arising from generalized Pareto distributions, the resultant premium is shown to be the ratio of the two largest expected claims, for which the ratio of the actual claims is an unbiased as well as a consistent estimator. Whereas thin-tailed claim premiums are determined largely by the first two moments of the claims distribution, fat-tailed claim premiums are determined by the first two extremes. The context of risk-aversion leads to a natural model for incorporating tail-index uncertainty into premiums, which nevertheless leaves the basic ratio structure unaltered. To illustrate the theory, possible ‘premiums’ for US hurricane data are examined, which utilize the consistent pattern of observed extremes.
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Joebaedi, Khafsah, Kankan Parmikanti, Agus Supriatna, Fauzi Akhmad, Badrulfalah Badrulfalah, and Nendi Suhendi Syafei. "Interest Rate in Pension Plan Premium Calculation." Eksakta : Berkala Ilmiah Bidang MIPA 21, no. 1 (2020): 40–45. http://dx.doi.org/10.24036/eksakta/vol21-iss1/218.

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This research aims to analyze the relationship between the interest rate relationship is inversely proportional to the amount of the premium on the pension plan. The method used is to measure several variables, among others FSL (Future Service Liability), PVFSAL (Present Value Future Salary), PR (Pension Rate) and Premiums. Calculation, life annuity uses actuarial assumptions, one of which is the interest rate assumption, if the assumptions used are not in accordance with the actual conditions, then what happens is excessive payments or deficient payments. The interest rate has an influence in the process of calculating the defined benefit pension plan premium. Using the assumption of different interest rates (11%, 12 % and 13%), it is found that the interest rate relationship is inversely proportional to the amount of the premium. The results of this study are FSL, PVFSAL, PR and Premiums for the interest of 11%, 12% and 13% (participants aged 25 years) as follows 720,187.97; 554,000,24; 430,570.07 (FSL in Rupiah); 27,155,187.70; 24,922,770,59; 23,002,699.40 (PVFSAL in Rupiah); 2.6521; 2.2229; 1.8718 (PR in%) and 55,535.38; 46,546.85; 39,196.00 (Premiums in Rupiah)The higher the interest rate, the smaller the pension premium and vice versa.
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Bühlmann, Hans. "Premium Calculation from Top Down." ASTIN Bulletin 15, no. 2 (1985): 89–101. http://dx.doi.org/10.2143/ast.15.2.2015021.

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This paper is intended to show how premiums are related to the stability criterion imposed on a portfolio of risks and to the dividend requirements for the capital invested into the insurance operation. The point is that premium calculation should be seen as a consequence of the strategic concepts adopted by the insurance carrier.
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ARIASIH, MADE PUTRI, KETUT JAYANEGARA, I. NYOMAN WIDANA, and I. PUTU EKA N. KENCANA. "PENENTUAN CADANGAN PREMI UNTUK ASURANSI PENDIDIKAN." E-Jurnal Matematika 4, no. 1 (2015): 14. http://dx.doi.org/10.24843/mtk.2015.v04.i01.p082.

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This aims of this research is determine the insurance premium reserve for education with retrospective calculations and determine the premium reserves who acquired during the period of guarantee for insurance education. This research observes the premium reserve for persons aged 40 years with a coverage period of 17 years. The secondary data used is an education insurance data product from the insurance company that issued the insurance product. Premium reserve is determined by using the retrospective calculation, the calculation using the annuity value, net single premium value, net annual premiums, the value of net monthly premium, CSO 1980 mortality and fixed interest rate at 9%. Retrospective calculations produce a faster value backup and sequentially in each year. The results showed that the premium reserve with retrospective calculation should be close up to the cash price owned by insurance company and must be the same at the end of the insurance period is Rp 7.000.000,00.
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JENITA, LIA, I. NYOMAN WIDANA, and DESAK PUTU EKA NILAKUSMAWATI. "PENENTUAN MODEL PREMI TIDAK KONSTAN PADA ASURANSI DANA PENSIUN." E-Jurnal Matematika 5, no. 1 (2016): 14. http://dx.doi.org/10.24843/mtk.2016.v05.i01.p115.

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Pension plan is an effort to anticipate the life of old on the day. In the pension program, there are two methods of normal due’s calculation to be paid by the insured each year, the Entry Age Normal method, namely calculation of normal dues with constant premiums and projected unit credit method, namely calculation of normal dues with Premium Increases Each year or is not constant. This paper wants to develop an inconstant premium calculation method with constant premium increase annually. Where the pension plan participants’ age when he joined the pension plan is 19 years and the retirement age on this contract is 55 years, with premium increases of 5% of the normal dues early. The large ratio of premiums is, for dues normal at the age of 19 years until the age of 28 years, but for dues normal at the age of 29 years to the age of 33 years and to normal dues at the age of 34 years old until the age of one year before retirement.
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Abdul Hali, Nurfadhlina, Muhammad Faiz Rifqi, and Endang Soeryana. "Estimation of the Amount of Rice Crop Insurance Premium in the Citarum River Basin." International Journal of Global Operations Research 1, no. 1 (2020): 33–39. http://dx.doi.org/10.47194/ijgor.v1i1.16.

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Determination of crop insurance premiums in the Citarum River basin can be calculated by mathematical methods. One of the methods of calculation of the premium that is the normal curve methods with data on crop productivity is assumed to be Gaussian. In this thesis are discussed in crop insurance premium calculations Areas Citarum River basin West Bandung Regency with normal curve method with a significant level of coverage. These methods are used because data on crop productivity gained Gaussian. Normal curve method is used without using the assumption of coefficients of variation, and try for some level of coverage. Application materials used are rice crop productivity data in the Citarum River basin of West Bandung Regency in 2008-2014. This research resulted in the value of the rice crop insurance premiums for farmers in the area based on a certain level of coverage.
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Denneberg, Dieter. "Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation." ASTIN Bulletin 20, no. 2 (1990): 181–90. http://dx.doi.org/10.2143/ast.20.2.2005441.

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AbstractAverage absolute (instead of quadratic) deviation from median (instead of expectation) is better suited to determine the safety loading for insurance premiums than standard deviation: The corresponding premium functionals behave additive under the practically relevant risk sharing schemes between first insurer and reinsurer.
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LAHALLO, AGUSTINA PAULA THERESIA PUTRI, I. NYOMAN WIDANA, and DESAK PUTU EKA NILAKUSMAWATI. "PERUMUSAN PREMI BULANAN ASURANSI KESEHATAN INDIVIDU PERAWATAN RUMAH SAKIT (ANUITAS HIDUP PEMBAYARAN BULANAN)." E-Jurnal Matematika 2, no. 4 (2013): 40. http://dx.doi.org/10.24843/mtk.2013.v02.i04.p057.

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This study calculates non renewable monthly premiums and renewable monthly premiums for health insurance. Formulations used in this study were derived from the equations used by Wilandari (2007). The monthly premium calculation uses a CSO mortality table and an interest rate of 6%. To illustrate the calculating of the premium it is assumed that a family consist of a father, a mother and a son, respectively with age 40, 36 and 9 years old. The results obtained were that the total premium is paid amounted to Rp. 155.02,00 every month for 20 years. Benefit for the cost of room, doctor visits, and the cost of care respectively were Rp. 200.000,00 per day, Rp. 75.000,00 per day and Rp. 4.000.000,00 per periode. Average duration of treatment was 180 days. The renewable monthly premium was paid in different amounts each year, with the range from Rp. 80.425,00 to Rp. 406.465,00. From this study, Although initially the renewable premium is cheaper than the non renewable premium, at the end it is more expensive than the non renewable premium. In this study it was obtained too that 12 times the monthly premium is greater than 1 times the annual premium.
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Vilar-Zanón, José L., and Cristina Lozano-Colomer. "On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation." ASTIN Bulletin 37, no. 02 (2007): 405–28. http://dx.doi.org/10.2143/ast.37.2.2024074.

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This paper addresses the Bayesian estimation of the shape parameter of Pareto distributions, and its application to premium calculation of large claims excess of loss (XL) reinsurance contracts. It studies the use of the generalized inverse Gaussian (GIG) as a Pareto prior conjugate, a family that contains as a particular case the gamma distribution. An exact credibility formula is deduced allowing the calculation of individual reinsurance premiums. These are premiums suited to the excesses history of a sole portfolio. A family of predictive distributions for the excesses is derived. We apply our exact credibility model to a sample of excesses arisen in ten Spanish portfolios of liability motor insurance from year 1992 to year 2001.
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Dissertations / Theses on the topic "Calculation of premiums"

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Salinas, Patricia Carrión. "Calculation of gratuity and kidnap for ransom insurance premiums." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/20088.

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Mestrado em Actuarial Science<br>Este relatório é o resultado de um estágio de seis meses realizado em March R.S. como parte do mestrado em ciências atuariais. O trabalho realizado durante o estágio ajudou a colocar em prática os conceitos atuariais estudados durante os primeiros anos e meio do mestrado. O relatório se concentra no benefício de gratificação e no seguro de seqüestro para resgate, onde o objetivo de cada parte é calcular os prêmios usando valores aleatórios. Este relatório consiste em três capítulos, e cada um deles começa apresentando a cobertura da apólice e, em seguida, detalhando cada produto. No terceiro capítulo, é feita uma extensa pesquisa de mercado sobre o Kidnap for Ransom Insurance, onde é levantada a questão de como as seguradoras avaliam esse tipo de seguro e, em seguida, usando métodos atuariais, são fornecidas algumas respostas. Para esse tipo de seguro, um determinado portfólio é levado em consideração e, usando a base de razão de perda, os métodos MLE e GLM para calcular o valor esperado das gravidades e o número de sinistros, o prêmio é calculado. Por outro lado, o prêmio de gratificação é calculado usando a fórmula pura de doação. Uma vez encontrado o prêmio para um determinado portfólio, ele é comparado com as diferentes cotações fornecidas por algumas companhias de seguros que citaram esse seguro usando o mesmo conjunto de dados usado para este relatório.<br>This report is a result of a six months internship held at March R.S. as a part of the Master's in Actuarial Science. The work done during the internship helped put into practice the actuarial concepts studied during the first one and a half years of the Master's. The report focuses on Gratuity Benefit and Kidnap for Ransom insurance, where the objective for each part is to calculate the premiums using random values. This report consists of three chapters, and each of them begins by introducing the policy coverage and then getting into more details for each product. In the third chapter, and extended market research on Kidnap for Ransom Insurance is done, where the question of how the insurers price this kind of insurance is raised and then using actuarial methods some answers are given. For this kind of insurance, a given portfolio is taken into account, and by using the loss ratio basis, MLE and GLM methods to calculate the expected value of severities and the number of claims, the premium is calculated. On the other hand, the Gratuity premium is calculated using the pure endowment formula. Once the premium for the given portfolio is found, it is compared with the different quotations given by some insurance companies that quoted this insurance using the same data set that was used for this report.<br>info:eu-repo/semantics/publishedVersion
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Nascimento, Sílvia Mendes Barata Pinto do. "Methodologies for the calculation of non-life premium provisions in solvency II environment." Master's thesis, Instituto Superior de Economia e Gestão, 2014. http://hdl.handle.net/10400.5/7732.

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Mestrado em Ciências Actuariais<br>No regime de Solvência II, é estabelecido um novo conceito na avaliação das provisões técnicas, nomeadamente para as provisões para prémios. Estas provisões estão relacionadas com sinistros que ocorrem depois da data de fecho do exercício, decorrentes de apólices em vigor, e durante o restante período de cobertura das mesmas. Para tal, é necessário projetar os cash flows de todos os futuros montantes pagos de sinistros e despesas de gestão dos mesmos, cash flows de despesas de administração das apólices em vigor e cash flows de prémios futuros expetáveis dessas mesmas apólices. A avaliação destas provisões deve ter em conta o valor temporal do dinheiro, a melhor estimativa não deve incluir margens de prudência e deve ser calculada como a soma do valor atual dos custos futuros subtraída do valor atual dos prémios futuros esperados. Neste contexto, a presente dissertação tem como principal objetivo apresentar diferentes metodologias para o cálculo destas provisões nos ramos Não Vida e analisar o impacto das fronteiras dos contratos e do fracionamento dos prémios no cálculo das mesmas, para duas linhas de negócio, Automóvel Responsabilidade Civil e Automóvel Outras Coberturas. Sendo uma recente área de investigação, três diferentes metodologias são propostas e os resultados obtidos, para as linhas de negócio consideradas, são analisados e comparados com as provisões equivalentes existentes em Solvência I, em termos de ganhos/perdas no nível de fundos próprios.<br>Under the Solvency II regime, a new concept in the valuation of technical provisions is established, namely for the premium provisions. These provisions relate to claims events occurring after the valuation date and during the remaining in-force coverage period of policies. The cash flow projection should comprise all future claims payments and claims management expenses arising from those events, cash flows arising from ongoing administration of the in-force policies and expected future premiums stemming from those contracts. The valuation of such provisions should take account of the time value of money, the best estimate (B.E.) should not include margins and the calculation should be done summing the present value of all future costs subtracted by the present value of all expected future premiums. In this context, this dissertation aims to present different methodologies to calculate Non-Life premium provisions and to analyse the impact of the contract boundaries of the policies and the number of instalments of the premiums on its calculation, for two lines of business (LoBs), Motor Vehicle Liability Insurance and Other Motor Insurance. As this is a recent investigation area, three different methodologies are proposed and the results, for the LoBs considered, are analysed and compared with the Solvency I equivalent provisions, in terms of gains/losses on the level of own funds.
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Vodrážka, Martin. "Analýza pojištění odpovědnosti za škody podnikatelů na českém pojistném trhu." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-360549.

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This Master's thesis deals with analysis of the Czech business liability insurance market, while using a predefined client for preparation of insurance proposals. It then performs an analysis of fulfilling the requirements through control of insurance terms and conditions. Furthermore, the thesis compares the information required by individual insurance companies for the insurance calculations and examines the factors on which the client decides among the proposed insurances. In the course of the thesis is mapped the work of insurance broker, whose activity corresponds to the individual tasks performed by the thesis.
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Akbulut, Derya. "Survival Modelling Approach To Time To First Claim And Actuarial Premium Calculation." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613113/index.pdf.

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Health problems of the human beings in a society are one of the main components of the social security systems due to the dimension of the financial burden it might bring on individuals, employers, insurance companies and governments. Morbidity measures, such as incidence and prevalence of a specific disease in a certain population enable researchers to estimate for individuals the probability of being diagnosed or being prone to the diseases. This information is usually not tractable because of the non-availability of the convenient data or recordings for many countries as well as Turkey. Even if it is available, it is commonly limited with largely varying characteristics about the type and coverage of the diseases. In this regard, the pattern that a population follows for an acute disease may not be the same for chronic diseases. Having those indicators determined for a group of insureds will enable underwriters to have more profitable and economical premium calculation and precision on required reserve estimation. v Based on their characteristics such as acute or chronic behaviour, the gender, and the location of residency of people, the diseases show different behaviour on their occurrences. From the insurer
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Wertheimer, Tomáš. "Zhodnocení ceny stavebního objektu při jeho rekonstrukci na nebytové prostory." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2018. http://www.nusl.cz/ntk/nusl-382542.

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The present thesis is focused on an appraisal of a real estate that is to change its purpose of usage from residential to office usage. The theoretical part of the thesis is focused on costs and real estate appraisal. The practical part deals with appraisal of a residential real estate that changes into non-residential real estate. Within this thesis the non-residential real estate is used as offices that are appraised. The change of usage is determined by the means of reconstruction. The price of the reconstruction is assessed through a computational budgeting program. The outcome of the thesis is a price analysis of a real estate before and after the change of usage from residential to non-residential premises.
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Moura, Alexandra Bugalho de. "Optimal reinsurance of dependent risks." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14783.

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Mestrado em Actuarial Science<br>Esta Tese foca-se no problema do resseguro ótimo para dois riscos dependentes, do ponto de vista da seguradora que cede o risco. A dependência entre os dois riscos é modelada através de cópulas. O problema de otimização a resolver consiste em encontrar a combinação de tratados de quota-share e stop-loss, para cada risco, que maximiza a utilidade esperada ou o coeficiente de ajustamento do lucro total da seguradora. Sabe-se que estes dois critérios estão ligados e que o coeficiente de ajustamento está relacionado com a probabilidade da seguradora ficar insolvente em tempo finito, através da desigualdade de Lundberg. Os resultados foram obtidos numericamente, usando o software Mathematica. A sensibilidade da estratégia de resseguro ótimo a vários valores do parâmetro de dependência, a diferentes distribuições dos riscos subjacentes e a diversos princípios de cálculo de prémios de resseguro foi analisada para três famílias diferentes de cópulas, descrevendo diferentes comportamentos da cauda da distribuição conjunta. Os resultados mostram que as dependências alteram o tratado de resseguro ótimo. Diferentes estruturas de dependência, i.e. diferentes cópulas, produzem diferentes valores para os níveis ótimos de retenção. No caso do princípio do valor esperado calculado sobre o risco total cedido, o tratado stop-loss puro é sempre ótimo, mas isso não acontece para os restantes princípios de cálculo de prémios. Em geral, o nível ótimo de retenção do tratado de quota-share decresce quando a dependência entre os riscos aumenta. Para todos os casos considerados, o coeficiente de ajustamento máximo diminui quando a dependência aumenta.<br>This Thesis focuses on optimal reinsurance problem for two dependent risks, from the point of view of the ceding insurance company. We assume that the two risks are dependent by means of a copula structure. By risk we mean a line of business, a portfolio of policies or a policy. The problem consists in finding the optimal combination of quota-share and stop loss treaties, for each risk, that maximizes the expected utility or the adjustment coefficient of the total wealth of the insurer. It is known that these two criteria are connected and moreover the adjustment coefficient is related to the ultimate probability of ruin of the insurer through the Lundberg inequality. Results are obtained numerically, using the software Mathematica. Sensitivity of the optimal reinsurance strategy to several values of the dependence parameter, to different distributions of the underlying risks and to a variety of reinsurance premium calculation principles are performed in three families of copulas describing different tail behaviours of the joint distribution function. Results show that dependencies alter the optimal treaty. Different dependence structures, i.e. different copulas, provide different values for the optimal retention levels. In the case of the expected value principle computed on the total ceded risk, the pure stop loss contract is always optimal, but that is not the case for the remaining premium computation principles. In general, the QS retention level decreases when dependence between the risks increases. For all cases considered, the maximum adjustment coefficient decreases when dependence increases.<br>info:eu-repo/semantics/publishedVersion
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Youssef, Srour Juliana. "Structure électronique et compétition de phases dans les semi-conducteurs Cu-(In,Ga)-Se, Ga-Se et In-Se : calculs premiers principes basés sur divers potentiels d'échange-corrélation." Thesis, Université de Lorraine, 2016. http://www.theses.fr/2016LORR0238/document.

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Afin de pouvoir utiliser les nouveaux matériaux semi-conducteurs dans les domaines de l’électronique et de l’optique, il faut parvenir à comprendre leur «structure électronique», ou plus précisément le positionnement des niveaux d’énergie des électrons impliqués dans l’absorption / émission d’un photon. Les propriétés électroniques, sensibles à la composition chimique et à la structure du matériau, sont théoriquement accessibles en résolvant les équations de la mécanique quantique sur ordinateur. Ce travail porte sur des simulations théoriques de la structure électronique de semi-conducteurs binaires constitués d'indium (ou du gallium) et de sélénium, ainsi que de leurs "dérivés" à base de cuivre. La stabilité relative des phases cristallographiques de certains composés In-Se et Ga-Se a été évaluée, ce qui a permis d’expliquer certaines tendances connues et de formuler des prédictions. Les résultats obtenus seront particulièrement utiles dans le domaine du photovoltaïque. Les simulations numériques ont été réalisées dans le cadre de la théorie de la fonctionnelle de la densité (DFT), visant les structures cristallines d'équilibre et les propriétés électroniques de quelques semi-conducteurs binaires ou (pseudo)ternaires à base de Cu, In, Ga et Se. Les systèmes étudiés possèdent la même structure à courte portée (environnement tétraédrique des cations et anions) mais diffèrent à longue portée. Les composés binaires (Ga/In)Se, (Ga/In)2Se3 constituent des références importantes dans les diagrammes de phases des systèmes à base de (Cu, In, Se) et (Cu, Ga, Se), au sein desquels figurent les phases potentiellement utiles dans le domaine du photovoltaïque. Le travail comprend deux chapitres d'introduction et trois chapitres exposant des résultats nouveaux<br>In order to optimally use new semiconductor materials in electronics or optics, one needs to understand their “electronic structure”, that is, the mutual placement of the electron energy levels concerned by the processes of absorption / emission of a photon. The electronic properties, which depend on the material’s chemical composition and crystal structure, may be assessed by theory via solving quantum-mechanical equations on a computer. The present work deals with theory simulations of electronic structure done for several binary semiconductors consisting of indium (or gallium) and selenium, moreover for their “derivatives” containing copper. As a result, the relative stability of crystallographic phases of some Ga-Se and In-Se compounds has been assessed, explaining the known trends and making predictions. The results are expected to be useful for current works in photovoltaics. The numerical simulations have been performed within the density functional theory (DFT), aimed at the equilibrium crystal structures and electronic characteristics of several binary or (pseudo)ternary semiconductors based on Cu, In, Ga and Se. The compounds under study share similar short-range order features (tetrahedral environment of both cations and anions), differently assembled on a long-range scale. The binary compounds (Ga/In)Se, (Ga/In)2Se3 mark important end points at the phase diagrams of the (Cu,In,Se) and (Cu,Ga,Se) systems that cover a number of phases relevant, e.g., for applications in photovoltaics. The work comprises two chapters of introduction and three outlining novel results
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Broukalová, Jana. "Pojištění více životů a skupinové pojištění." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-264300.

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This thesis aims to familiarize the reader with the topic of life insurance, especially insurance taken out for more people. Its focus is empirical rather as combining the use of several actuarial and statistical methods through three statistical software and applications created in MS Excel using VBA. First, thesis is focused to multiple life insurance with intention to show reader the diversity of this interesting but rarely offered product in business world, especially through the application created for the purpose of this work. Sense of mentioned application lies in the fact it is able to calculate amount of the net premium for a user-selected type of insurance. Based on this outcome insurer can determine the net price corresponding to the chosen risk coverage (regardless of the amount of the costs associated with this type of insurance and required profitability). Age of insured person isn't usually part of calculation of premium for accident insurance. One of the aims of this study is to assess whether this parameter actually has or doesn't have any effect on the price of insurance. With help of SPSS and RStudio software relationship between age of insured person and amount of indemnification from daily compensation insurance has been researched. Based on the test of variable independence were detected dependencies of these variables where all of which used measure of association suggests a weak dependence amount of indemnification on the age of the insured. It surely worth insurer should consider different insurance rates for various ages of insured person. Following by examination whether the rate used to calculate premiums in case of hospitalization extra insurance corresponds to the actual risk coverage. It has been calculated the rate could be lower than currently used due to the loss experience of insurance for the past 9 years and the assumption of certain expenses and desired profit. It would be cheaper for insurance group contracts than it is today, when the insurer has done so. It could also attract new clientele. The last stated goal in this thesis is to create prognosis of the amount of indemnity paid for injuries covered by additional daily compensation insurance. Using the software EViews is analyzed this trend in the past 32 months first. Based on its outcome there is a future level forecast created for the next four years. These resulting values indicate the insurance indemnity for group contract will grow. Therefore, based on this analysis insurer should to conclude in the contract it would be appropriate to increase the premium of the insurance coverage. With these practical tasks the reader can get idea not only of problems solved in the scope of multiple life insurance and group insurance but also to become familiar with some statistical software used for analyzes carried out not only in the insurance industry. The conclusions of this thesis can also be beneficial for insurer who may adjust premium prices of analyzed insurances.
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Liu, Wei. "Investigations of the atomic order and molar volume in the binary sigma phase by DFT and CALPHAD approaches." Thesis, Aix-Marseille, 2017. http://www.theses.fr/2017AIXM0471/document.

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La phase sigma peut servir de prototype de phases topologiquement compactes, car la phase sigma possède une large gamme d'homogénéité et il existe de nombreuses données expérimentales disponibles pour la phase sigma. Dans le présent travail, les propriétés physiques, comprenant l'ordre atomique, le volume molaire, l'enthalpie de formation et le module d’élasticité isostatique, de la phase sigma binaire ont été étudiées en utilisant les calculs de premiers principes et la méthode CALPHAD combinée aux données expérimentales de la littérature.Tout d'abord, nous avons constaté que l'ordre atomique (c'est-à-dire la distribution du constituant atomique ou la préférence d'occupation du site sur les sites non équivalents d'une structure cristalline) de la phase sigma est affecté par le facteur de taille et la configuration électronique des éléments constitutifs. En outre, nous avons dissocié les effets de ces facteurs d'influence sur l'ordre atomique. Ensuite, nous avons mis en évidence un effet de l'ordre atomique sur l'enthalpie de formation, le module d’élasticité isostatique et le volume molaire. A l'état ordonné à 0K, la phase sigma a une faible enthalpie de formation et un grand module d’élasticité isostatique. L'influence de l'ordre atomique sur le volume molaire de la phase sigma dépend de la configuration électronique des deux éléments constitutifs. Par ailleurs, la base de données des volumes molaires des phases sigma binaires a été construite, ce qui devrait grandement faciliter la conception du matériau. Enfin, nous avons discuté de la prédiction de l'occupation du site de la phase sigma en utilisant la méthode CALPHAD combinée aux calculs de premiers principes<br>The sigma phase can serve as a prototype of topologically close-packed (TCP) phases, as the sigma phase bears a broad homogeneity range and there are numerous experimental data available for the sigma phase. In the present work, physical properties, including atomic order, molar volume, enthalpy of formation and bulk modulus, of the binary sigma phase were investigated by using first principles calculations and CALPHAD method combining with the experimental data from the literature. Firstly, we found that the atomic order (i.e. atomic constituent distribution or site occupancy preference on nonequivalent sites of a crystal structure) of the sigma phase is affected by the size factor and electron configuration of the constituent elements. Furthermore, we have dissociated the effect of the individual influencing factor on atomic order. Secondly, the atomic order is found affecting physical properties, such as enthalpy of formation, bulk modulus and molar volume. When in the ordered state at 0K, the sigma phase shows a low enthalpy of formation and a large bulk modulus. The influence of atomic order on the molar volume of the sigma phase depends on the electron configuration of the two constituent elements. Thirdly, the molar volume database of the binary sigma phase has been built up within the CALPHAD framework, which can greatly facilitate material design. Finally, we tentatively discussed the site occupancy prediction of the sigma phase by using the CALPHAD method combined with first-principles calculations
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Shyue-Ping, Wang, and 王學斌. "Parametric Estimation and Calculation of Reinsurance Premium for Insurance Losses under Mixture Distribution." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/59166938304369235505.

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Books on the topic "Calculation of premiums"

1

Petersen, Soren Schock. Calculation of Ruin Probabilities When the Premium Depends on the Current Reserve. University of Copenhagen, 1988.

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United States. Congress. House. Committee on Post Office and Civil Service. Calculation of premium pay for uncontrollable overtime duty: Report (to accompany H.R. 215) (including cost estimate of the Congressional Budget Office). U.S. G.P.O., 1989.

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United States. Congress. House. Committee on Post Office and Civil Service. Calculation of premium pay for uncontrollable overtime duty: Report (to accompany H.R. 215) (including cost estimate of the Congressional Budget Office). U.S. G.P.O., 1989.

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Service, United States Congress House Committee on Post Office and Civil. Calculation of premium pay for uncontrollable overtime duty: Report (to accompany H.R. 215) (including cost estimate of the Congressional Budget Office). U.S. G.P.O., 1989.

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Goovaerts, Marc, F. Etienne De Vylder, and J. Haezendonck. Premium Calculation in Insurance. Springer, 2011.

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Back, Kerry E. Continuous-Time Topics. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0015.

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The fundamental PDE for valuing cash flows or cash flow streams is explained. In a complete market, an investor’s optimal wealth satisfies the fundamental PDE, and this provides a means of calculating the optimal portfolio. Risk neutral probabilities and Girsanov’s theorem are explained. Jump processes, including Poisson processes, are introduced. The risk premium of an asset with jump risks depends on covariation of its continuous part with the continuous part of an SDF and the covariation of its discontinuous part with the discontinuous part of an SDF. Portfolio choice with internal habits is characterized. The ability of a representative investor model with an internal habit to explain the equity premium puzzle is discussed.
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Ekelund, Robert B., John D. Jackson, and Robert D. Tollison. Early and Contemporary American Art as Investment Vehicles. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190657895.003.0005.

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American art, both pre-1950 art and contemporary works, are examined as investment vehicles in this chapter. This study, unlike others, factors in both buyer’s and seller’s premiums charged by the auction house. These transaction costs must be considered when calculating actual returns from utilizing art at auction as an investment. We find that, under various assumptions of these transaction expenses, early American art (pre-1950) provides a modest return of between a negative 3-plus and a positive 2 percent. Contemporary American art, for our sample, yields a far higher return in the range of 18 percent and above. However, contemporary art carries a higher risk than holding a market portfolio, although quite naturally the return must include psychic income. This chapter, moreover, provides clear evidence that early and contemporary American art are two distinct markets.
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Book chapters on the topic "Calculation of premiums"

1

Edwards, A. D. P. "Calculating Premiums and Discounts." In The Exporter’s & Importer’s Handbook on Foreign Currencies. Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-11852-6_7.

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Heijnen, B., and M. J. Goovaerts. "Additivity and Premium Calculation Principles." In Insurance and Risk Theory. Springer Netherlands, 1986. http://dx.doi.org/10.1007/978-94-009-4620-0_25.

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Heilmann, Wolf-Rüdiger. "A Premium Calculation Principle for Large Risks." In DGOR. Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-642-72557-9_63.

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Lemaire, Jean. "Other Loss Functions. Other Premium Calculation Principles." In Bonus-Malus Systems in Automobile Insurance. Springer Netherlands, 1995. http://dx.doi.org/10.1007/978-94-011-0631-3_11.

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Lemaire, Jean. "Other Loss Functions: Other Premium Calculation Principles." In Automobile Insurance. Springer Netherlands, 1985. http://dx.doi.org/10.1007/978-94-015-7708-3_14.

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von Weizsäcker, Carl Christian, and Hagen M. Krämer. "Land." In Saving and Investment in the Twenty-First Century. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-75031-2_5.

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AbstractPrivate wealth is comprised in part of capitalized future land rents. The Golden Rule of Accumulation is preserved even if we introduce land into our meta-model. Urban land is far more valuable than agricultural land. The risk tied to land leads to a reduction in its value in the form of a “risk premium” α &gt; 0. Land rents can be taxed without any possibility of the tax being passed on to tenants and without loss of efficiency. If the tax is offset by a reduction in income tax, their taxation can even give rise to efficiency gains and positive distributive effects. The possibility of government intervention in the residential rental market represents a further risk for landowners. The sensitivity of the value of land to changes in the interest rate and hence the risk premium α rise with falling interest rates. In light of these many different risks, land as investment can only to a limited extent be a substitute for government bonds and hence for increasing private wealth by way of public debt. We calculate the value of land as asset category in the OECD plus China region. To this end, we primarily rely on data from statistical offices that provide figures for land in their national balance sheets. Our calculations show that the value of land in the countries of the OECD plus China region is about twice annual consumption in the region.
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Bagheri, Fatemeh, and Mohammad J. Tarokh. "Mining Customers Behavior Based on RFM Model to Improve the Customer Satisfaction." In Managing Customer Trust, Satisfaction, and Loyalty through Information Communication Technologies. IGI Global, 2013. http://dx.doi.org/10.4018/978-1-4666-3631-6.ch015.

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Organizations use data mining to improve their customer relationship management processes. Data mining is a new and well-known technique, which can be used to extract hidden knowledge and information about customers’ behaviors. In this paper, a model is proposed to enhance the premium calculation policies in an automobile insurance company. This method is based on customer clustering. K-means algorithm is used for clustering based on RFM models. Customers of the insurance company are categorized into some groups, which are ranked based on the RFM model. A number of rules are proposed to calculate the premiums and insurance charges based on the insurance manner of customers. These rules can improve the customers’ satisfaction and loyalty as well as the company profitability.
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"Premium calculation." In Actuarial Mathematics for Life Contingent Risks. Cambridge University Press, 2019. http://dx.doi.org/10.1017/9781108784184.007.

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"Principles of premium calculation." In Insurance Risk and Ruin. Cambridge University Press, 2005. http://dx.doi.org/10.1017/cbo9780511624155.004.

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Wiggins, Benjamin. "Life." In Calculating Race. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780197504000.003.0002.

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Chapter 1 focuses on the early history of race-based insurance. When the Newark-based Prudential Insurance Company of America incorporated in 1875, it revolutionized the American insurance industry by offering policies to the working class for an affordable three cents per week. What made the Prudential doubly unique was that the company insured not simply industrial laborers, but also African American laborers. The company was not in the progressive vanguard, though. Rather, the Northern upstart, in contrast to its Southern competitors, simply had not thought to craft a company policy to explicitly ban African Americans from purchasing life insurance. Just five years after becoming the first insurer to cover black lives, the Prudential began to charge differential, race-based premiums and commenced a public relations effort to defend its discriminatory practices. This foundational chapter traces how the theoretical work of scientific racism became embedded in the business practices of American insurers.
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Conference papers on the topic "Calculation of premiums"

1

Hu, Yue. "Calculations about premiums of joint life insurance under dependent conditions." In 2010 2nd International Conference on Information Science and Engineering (ICISE). IEEE, 2010. http://dx.doi.org/10.1109/icise.2010.5688925.

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Kholifah, A. R. U., D. Lestari, and S. Devila. "Premium calculation using marginal generalized linear model combined with copula." In PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018). AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5132462.

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Lukas, Samuel, Dina Stefani, and Petrus Widjaja. "Comparing SVM and GLM in Calculating Insurance Premium for Flight Delay." In ICAAI 2019: 2019 The 3rd International Conference on Advances in Artificial Intelligence. ACM, 2019. http://dx.doi.org/10.1145/3369114.3369160.

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Xie, Feng-jie, Er-da Wang, and Feng-yuan Xie. "Crop area yield risk evaluation and premium rates calculation —Based on nonparametric kernel density estimation." In 2009 International Conference on Management Science and Engineering (ICMSE). IEEE, 2009. http://dx.doi.org/10.1109/icmse.2009.5317437.

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Benduch, Piotr. "Problematic Aspects of Determining the Surface Area of Grounds, Buildings and Premises for Cadastre and Real Estate Taxation Purposes." In Environmental Engineering. VGTU Technika, 2017. http://dx.doi.org/10.3846/enviro.2017.163.

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Real estate cadastre is commonly recognized as a register of an actual state in the range of grounds, buildings and premises. It contains data which represent a standardized description of their fundamental attributes like location or surface area. According to the Geodetic and Cartographic Law, data contained in the cadastre are a base of the real estate taxation. However, this record may be recognized as fulfilled only in the case of cadastral parcel. In Poland, due to the separate rules of calculating buildings and premises usable floor area for the purposes of the real estate tax base assessment, which have been imposed by the Act of 12 January 1991 on Taxes and Local Fees, data revealed in the cadastre are unused. This article constitutes an attempt to compare the rules related to procedure of computing surface area of grounds, buildings and premises for cadastre and real estate taxation purposes in Poland. Author pays attention, inter alia, into a problem of a proper identification of spaces which are classified in whole or in part to the building usable floor area, depending on ensuing circumstances. The issue of methodology of calculating usable floor area of buildings and premises is analyzed as well. The complement of performed research constitutes a comparison between surface area of selected objects revealed in the cadastre and their equivalents which formed the basis for performed activities related to the determination of the real estate tax base assessment.
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Hidayat, Agus Sofian Eka, and Gunardi. "Calculation of crop insurance premium based on dependence among yield price, crop yield, and standard rainfall index using vine copula." In PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations. AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5139122.

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Sharma, Ronak, and Lata Gidwani. "Grid connected solar PV system design and calculation by using PV∗SOL premium simulation tool for campus hostels of RTU Kota." In 2017 International Conference on Circuit ,Power and Computing Technologies (ICCPCT). IEEE, 2017. http://dx.doi.org/10.1109/iccpct.2017.8074315.

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Filho, Mario Pezzi, Jose´ Flavio A. Carvalho, Mike Gloven, Elaine Hendren, and Steve Gosse. "Challenges in the Development of a Risk Management System for Natural Gas and Hazardous Liquid Pipelines." In 2004 International Pipeline Conference. ASMEDC, 2004. http://dx.doi.org/10.1115/ipc2004-0411.

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This paper covers some challenges encountered in the development of a risk management system for onshore natural gas and hazardous liquid pipelines. This system is based on the premises of PID – Petrobras Pipeline Integrity Management Program that defines rules for risk calculation and risk mitigation actions to be carried out whenever risk is above a level defined as tolerable. Commercial risk assessment software was customized to PID and is being upgrade with an algorithm able to assist in optimizing risk mitigation projects based on proposed scenarios. This study presents the challenges and benefits of implementing such a risk management system on a prototype pipeline system and the difficulties faced along the development of a scenario optimization algorithm, which is still in progress at the date of its publication.
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Vesely, Ladislav, Vaclav Dostal, and Petr Hajek. "Design of Experimental Loop With Supercritical Carbon Dioxide." In 2014 22nd International Conference on Nuclear Engineering. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/icone22-30798.

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Supercritical carbon dioxide (S-CO2) cycles are recently very perspective and are researched all around the world. For successful deployment of these cycles experimental research is necessary. This paper describes the design and research program of S-CO2 experimental loop that was performed in collaboration of the Czech Technical University in Prague (CTU) and the Research Centre Rez i.n.c.. The loop will be constructed at the premises of the Research Centre Rez i.n.c a part of the project SUSEN. This paper particularly focuses on the design of components, their thermotechnical calculations, construction and arrangement of the experimental loop. It also deals with the preparation of experimental measurements to be implemented. The loop is envisioned for the research of the heat transfer for various operating conditions, testing of the material in the environment of S-CO2 and sampling of gas from the loop.
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Hisamatsu, Rikito, Sooyoul Kim, and Shigeru Tabeta. "Estimation of Expected Loss by Storm Surges Along Tokyo Bay Coast." In ASME 2019 38th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/omae2019-95336.

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Abstract In Japan, the fundamental disaster management plan was modified after a heavy rainfall event in 2015. According to the updated plan, the transfer of flood disaster risk to non-life insurance is promoted by the Japanese government. Thus, the importance of flood risk modeling for the insurance industry has increased. Winds are expected to become even stronger, resulting in higher storm surges, when the central pressure of the typhoon is intensified. Furthermore, it is possible for an insurance system to experience peak risk when such damage occurs simultaneously. Hence, refining the assessment method of storm surge risk is very important. An insurance company to which storm surge risk is transferred needs to assess not only the infrequent risks, for managing the risk of the company, but also the expected value of the estimated loss, for evaluating the insurance premium. However, only a few studies have assessed storm surges by stochastic approaches. In this study, storm surge losses along the coast of Tokyo Bay are predicted using the output of a stochastic typhoon model for 10,000 years. Storm surge losses due to 600 typhoons potentially causing storm surge damage for 10,000 years are calculated. Exceedance probability curves (EP curves) of estimated storm surge loss for each asset are created. Expected loss and the loss of representative return periods are evaluated based on these EP curves. We successfully determined the expected loss with a small calculation load.
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