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Title
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آنتروپي مانده و گذشته در بيمه و مدل هاي بقا
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Type
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Thesis
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Keywords
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Loss distributions , Truncation and censoring , Proportional hazards rate, Proportional reversed hazards rate, Survival models , Frailty models .
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Abstract
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In this thesis, we investigate the effect of inflation, truncation or censoring from below (use of a deductible) and truncation or censoring from above (use of a policy limit) on the entropy of losses of insurance policies. Losses are differentiated between per-payment and per-loss (franchise deductible). we study the properties of the resulting entropies such as the residual loss entropy and the past loss entropy which are the result of use of a deductible and a policy limit, respectively. Interesting relationships between these entropies are presented. The combined effect of a deductible and a policy limit is also studied. We also study residual and past entropies for survival models. Finally, an application is presented involving the well-known Danish data set on fire losses
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Researchers
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Saeid Tahmasebi (Primary advisor) , Morad Alizadeh (Advisor)
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