ﻻ يوجد ملخص باللغة العربية
We undertake an empirical analysis for the premium data of non-life insurance companies operating in India, in the paradigm of fitting the data for the parametric distribution of Lognormal and the extreme value based distributions of Generalized Extreme Value and Generalized Pareto. The best fit to the data for ten companies considered, is obtained for the Generalized Extreme Value distribution.
Life insurance cash flows become reserve dependent when contract conditions are modified during the contract term on condition that actuarial equivalence is maintained. As a result, insurance cash flows and prospective reserves depend on each other i
In this paper we propose a multi-state model for the evaluation of the conversion option contract. The multi-state model is based on age-indexed semi-Markov chains that are able to reproduce many important aspects that influence the valuation of the
We study tick-by-tick financial returns belonging to the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We can confirm previously detected non-stationarities. However, scaling properties reported in the previous literature for other h
Advances in artificial intelligence have renewed interest in conversational agents. Additionally to software developers, today all kinds of employees show interest in new technologies and their possible applications for customers. German insurance co
Advances in artificial intelligence have renewed interest in conversational agents. So-called chatbots have reached maturity for industrial applications. German insurance companies are interested in improving their customer service and digitizing the