| Yazarlar (3) |
Ayten Yiğiter
Hacettepe Üniversitesi, Türkiye |
|
Yasemin Gençtürk
Hacettepe Üniversitesi, Türkiye |
Prof. Dr. Canan HAMURKAROĞLU
Karabük Üniversitesi, Türkiye |
| Özet |
| It is important for an insurance company to predict the future claims in order to evaluate premiums, to determine the reservenecessary to meet its obligation and probabilities of ruin, etc. as the claim data is highly positively skewed and has heavy tail,no standard parametric model seems to provide an acceptable fit to both small and large losses. Composite models that use onestandard distribution up to a threshold and other standard distribution thereafter are developed and it is seen that these compositemodels provide better fit than the standard models when claim data involve small and high claims.The aim of this study is to investigate the use of the composite models namely Exponential-Pareto, Weibull-Pareto andLognormal-Pareto to model the Turkish Motor Insurance claim data. From the results obtained, it is concluded that thecomposite Weibull-Pareto model provides better fit to Turkish Motor Insurance claim data than the all other models considered. |
| Anahtar Kelimeler |
| Makale Türü | Özgün Makale |
| Makale Alt Türü | Ulusal alan endekslerinde (TR Dizin, ULAKBİM) yayımlanan tam makale |
| Dergi Adı | ESKİŞEHİR TEKNİK ÜNİVERSİTESİ BİLİM VE TEKNOLOJİ DERGİSİ B- TEORİK BİLİMLER |
| Dergi ISSN | 2667-419X |
| Dergi Tarandığı Indeksler | DOAJ, EBSCO, TR DİZİN |
| Makale Dili | İngilizce |
| Basım Tarihi | 08-2019 |
| Cilt No | 7 |
| Sayı | 2 |
| Sayfalar | 1 / 12 |
