Risk classification by means of clustering:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main [u.a.]
Lang
2010
|
| Schriftenreihe: | Schriften zum Controlling, Finanz- und Risikomanagement
4 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 195 S. graph. Darst. |
| ISBN: | 9783631597590 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | CONTENTS LIST OF FIGURES 7 LIST OF ABBREVIATIONS 8 1 INTRODUCTION 11 1.1
EXPLORATORY FOCUS 11 1.2 ECONOMIC INCENTIVE 16 1.2.1 ON THE RELEVANCE OF
CLASSIFICATION IN ECO- NOMICS 17 1.2.2 APPLICATION AREAS OF CLUSTER
ANALYSIS . . 19 1.3 NOTATION 24 1.4 A PLAN OF THIS INVESTIGATION 29 2
FUNDAMENTALS OF PREMIUM PRICING 32 2.1 GENERAL REMARKS 32 2.1.1
OBJECTIVES AND TECHNIQUES OF PREMIUM PRIC- ING 33 2.1.2 DETERMINANTS OF
PREFERABLE CLASSIFICATION SYSTEMS 43 3 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/998737291 DIGITALISIERT DURCH TUARIAL APPLICATIONS 100
2.2 LOSS MODELS 44 2.2.1 THE INDIVIDUAL MODEL 44 2.2.2 THE COLLECTIVE
MODEL 47 2.3 OPTIMAL ESTIMATION AND CREDIBILITY THEORY ... 50 2.3.1
LIMITED FLUCTUATION THEORY 51 2.3.2 GREATEST ACCURACY THEORY - A
BAYESIAN APPROACH 54 3 CLUSTERING IN ACTUARIAL MATHEMATICS 58 3.1
MOTIVATION 58 3.2 DISTANCE AND SIMILARITY 64 3.2.1 OBJECT DISTANCE 64
3.2.2 CLUSTER DISTANCE 70 3.2.3 CLUSTER INHOMOGENEITY 76 3.3 CLUSTER
CRITERIONS 78 3.4 CLUSTERING ALGORITHMS 82 3.4.1 HEURISTIC ALGORITHMS 82
3.4.2 A QUADRATIC OPTIMIZATION MODEL 84 3.5 ACTUARIAL PROBLEMS FROM
CLUSTER ANALYSIS . . . . 86 3.5.1 ASSESSING CLUSTERING SOLUTIONS 87
3.5.2 SELECTION OF TARIFF VARIABLES 90 3.5.3 THE
NUMBER-OF-CLASSES-PROBLEM 96 3.5.4 DETERMINING CLUSTER CARDINALITIES IN
AC- 6.3 APPLICATION OF MC 153 4 CROSS-CLASSIFICATION 111 4.1 PROCEEDING
ILL 4.2 PREMIUM PRICING AND CC 114 4.2.1 THE METHOD OF BAILEY AND SIMON
117 4.2.2 THE METHOD OF MARGINAL TOTALS 118 4.2.3 THE METHOD OF LEAST
SQUARES 119 4.2.4 THE METHOD OF MARGINAL AVERAGES ... 119 4.2.5 DIRECT
METHOD 120 4.2.6 GENERALIZED LINEAR MODELS 120 4.3 CROSS-CLASSIFICATION
AND CLUSTER ANALYSIS 122 4.3.1 TERRITORY CLASSES 123 4.3.2 TYPE OF
VEHICLE 127 4.3.3 CONTIGUOUS CLUSTERING PROBLEMS 128 5 A NEW
CLASSIFICATION SYSTEM 132 5.1 CONSEQUENCES OF OUR PREVIOUS ANALYSIS 132
5.2 PROBLEMS ASSOCIATED WITH CC 133 5.3 THE MC 135 6 EMPIRICAL
INVESTIGATION 142 6.1 ORGANIZATION OF THE DATA 142 6.1.1 DESCRIPTION OF
THE DATA SETS 142 6.1.2 CONSTRUCTION OF A SUITABLE COLLECTIVE . . . 145
6.2 RISK ANALYSIS 148 182 6.4 APPLICATION OF CC 156 6.5 ECONOMIE
EVALUATION 161 6.5.1 CRITERIA 161 6.5.2 CALCULATIONS 164 6.6 DISCUSSION
AND OUTLOOK 166 A DATA 169 A.I RANDOM NUMBER GENERATOR 169 A.2 CLAIM
DATA 170 A.3 THE COLLECTIVE 171 BIBLIOGRAPHY
|
| any_adam_object | 1 |
| author | Kübler, Bernhard Christian 1978- |
| author_GND | (DE-588)140236511 |
| author_facet | Kübler, Bernhard Christian 1978- |
| author_role | aut |
| author_sort | Kübler, Bernhard Christian 1978- |
| author_variant | b c k bc bck |
| building | Verbundindex |
| bvnumber | BV036039425 |
| classification_rvk | QQ 630 |
| ctrlnum | (OCoLC)503075241 (DE-599)DNB998737291 |
| dewey-full | 368.011 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 368 - Insurance |
| dewey-raw | 368.011 |
| dewey-search | 368.011 |
| dewey-sort | 3368.011 |
| dewey-tens | 360 - Social problems and services; associations |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| id | DE-604.BV036039425 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:09:59Z |
| institution | BVB |
| isbn | 9783631597590 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018931337 |
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| physical | 195 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
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| publisher | Lang |
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| series | Schriften zum Controlling, Finanz- und Risikomanagement |
| series2 | Schriften zum Controlling, Finanz- und Risikomanagement |
| spelling | Kübler, Bernhard Christian 1978- Verfasser (DE-588)140236511 aut Risk classification by means of clustering Bernhard Christian Kübler Frankfurt am Main [u.a.] Lang 2010 195 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Schriften zum Controlling, Finanz- und Risikomanagement 4 Zugl.: Neubiberg, Univ. der Bundeswehr München, Diss., 2009 Cluster-Analyse (DE-588)4070044-6 gnd rswk-swf Prämienkalkulation (DE-588)4510054-8 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Prämienkalkulation (DE-588)4510054-8 s Risikoanalyse (DE-588)4137042-9 s Cluster-Analyse (DE-588)4070044-6 s DE-604 Schriften zum Controlling, Finanz- und Risikomanagement 4 (DE-604)BV035463218 4 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018931337&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kübler, Bernhard Christian 1978- Risk classification by means of clustering Schriften zum Controlling, Finanz- und Risikomanagement Cluster-Analyse (DE-588)4070044-6 gnd Prämienkalkulation (DE-588)4510054-8 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| subject_GND | (DE-588)4070044-6 (DE-588)4510054-8 (DE-588)4137042-9 (DE-588)4113937-9 |
| title | Risk classification by means of clustering |
| title_auth | Risk classification by means of clustering |
| title_exact_search | Risk classification by means of clustering |
| title_full | Risk classification by means of clustering Bernhard Christian Kübler |
| title_fullStr | Risk classification by means of clustering Bernhard Christian Kübler |
| title_full_unstemmed | Risk classification by means of clustering Bernhard Christian Kübler |
| title_short | Risk classification by means of clustering |
| title_sort | risk classification by means of clustering |
| topic | Cluster-Analyse (DE-588)4070044-6 gnd Prämienkalkulation (DE-588)4510054-8 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| topic_facet | Cluster-Analyse Prämienkalkulation Risikoanalyse Hochschulschrift |
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