4

Hierarchical Compartmental Reserving Models

Hierarchical compartmental reserving models provide a parametric framework for describing aggregate insurance claims processes using differential equations. We discuss how these models can be specified in a fully Bayesian modelling framework to …

Exposure rating, destruction rate models and the mbbefd package

mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling. Distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts.

Claims inflation - Discussion document to define and monitor claims inflation

Claims inflation is a vital input to planning, pricing, capital setting and reserving. However, one of the biggest challenges is to establish a consistent definition across different business functions. In 2009 Lloyd’s established the performance …

Modellierung und Analyse neuronaler Dynamiken

Die vorliegende Arbeit befasst sich mit der Modellierung und Analyse neuronaler Dynamiken. Wir stellen ein mathematisches Modell vor, welches die Generierung und Weiterleitung von Signalen sowie die Kopplungsprinzipien in einem Netz von Nervenzellen …