Actuarial Risk Modeling Using Bayesian Approach

被引：0
|
作者：
Bidiuk, Petro [1 ]
Gasanov, Aydin [2 ]
Kozhukhivska, Olga [1 ]
机构：
[1] KTUU, Inst Appl Syst Anal, Kiev Polytech Inst, Kiev, Ukraine
[2] Natl Acad Sci, Ukraine & Minist Educ & Sci, Int Res & Training Ctr Informat Technol & Syst, Kiev, Ukraine
来源：
2012 IV INTERNATIONAL CONFERENCE PROBLEMS OF CYBERNETICS AND INFORMATICS (PCI) | 2012年
关键词：
financial risks; actuarial models; mathematical modeling; Bayesian approach; actual data; forecasting distribution;
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of correct analysis and mathematical description of financial risks is considered; some uncertainties relevant to the risks analysis are highlighted, and an example is given for the financial process model construction in the form of prognostic distribution. The data used characterize the payment flow within a five year period for a chosen insurance company
引用
收藏
页数：2
相关论文
共 50 条
  • [1] An Actuarial Approach for Modeling Pandemic Risk
    Hainaut, Donatien
    [J]. RISKS, 2021, 9 (01) : 1 - 28
  • [2] A Bayesian Approach to the Group Versus Individual Prediction Controversy in Actuarial Risk Assessment
    Scurich, Nicholas
    John, Richard S.
    [J]. LAW AND HUMAN BEHAVIOR, 2012, 36 (03) : 237 - 246
  • [3] A Bayesian Entropy Approach to Sectoral Systemic Risk Modeling
    Lupu, Radu
    Calin, Adrian Cantemir
    Zeldea, Cristina Georgiana
    Lupu, Iulia
    [J]. ENTROPY, 2020, 22 (12) : 1 - 34
  • [4] Lapse risk modeling in insurance: a Bayesian mixture approach
    Lobo, Viviana G. R.
    Fonseca, Thais C. O.
    Alves, Mariane B.
    [J]. ANNALS OF ACTUARIAL SCIENCE, 2024, 18 (01) : 126 - 151
  • [5] Credit Risk Modeling Using Bayesian Networks
    Pavlenko, Tatjana
    Chernyak, Oleksandr
    [J]. INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, 2010, 25 (04) : 326 - 344
  • [6] Pension Fund Risk Management Financial and Actuarial Modeling
    Hatchett, John
    [J]. ANNALS OF ACTUARIAL SCIENCE, 2011, 5 (02) : 305 - 306
  • [7] Inclusive risk modeling for manufacturing firms: a Bayesian network approach
    Daultani, Yash
    Goswami, Mohit
    Vaidya, Omkarprasad S.
    Kumar, Sushil
    [J]. JOURNAL OF INTELLIGENT MANUFACTURING, 2019, 30 (08) : 2789 - 2803
  • [8] A Bayesian approach to extreme value estimation in operational risk modeling
    Ergashev, Bakhodir
    Mittnik, Stefan
    Sekeris, Evan
    [J]. JOURNAL OF OPERATIONAL RISK, 2013, 8 (04): : 55 - 81
  • [9] A Bayesian approach to risk modeling of autonomous subsea intervention operations
    Hegde, Jeevith
    Utne, Ingrid Bouwer
    Schjolberg, Ingrid
    Thorkildsen, Brede
    [J]. RELIABILITY ENGINEERING & SYSTEM SAFETY, 2018, 175 : 142 - 159
  • [10] Inclusive risk modeling for manufacturing firms: a Bayesian network approach
    Yash Daultani
    Mohit Goswami
    Omkarprasad S. Vaidya
    Sushil Kumar
    [J]. Journal of Intelligent Manufacturing, 2019, 30 : 2789 - 2803
12345