Filter by

  • Publication Year
  • Availability
  • Attachment
  • Collection Type
  • General Material Designation
    See More
  • Location
  • Language
Found 2 from your keywords: author=Mushunje, Leonard
cover
Application of Jump Diffusion Models in Insurance Claim Estimation
Comment Share
Mushunje, LeonardMashiri, Chiedza ElvinaChandiwana, EdinaMashasha, Maxwell

https://mts.intechopen.com/articles/show/title/application-of-jump-diffusion-models-in-insurance-claim-estimationWe investigated if general insurance claims are normal or rare events through systematic, discontinuous or sporadic jumps of the Brownian motion approach and Poisson processes. Using firm quarterly data from March 2010 to December 2018, we hypothesized that claims with high positive …

Edition
-
ISBN/ISSN
-
Collation
-
Series Title
-
Call Number
-
cover
Application of Jump Diffusion Models in Insurance Claim Estimation
Comment Share
Mushunje, Leonard

We investigated if general insurance claims are normal or rare events through systematic, discontinuous or sporadic jumps of the Brownian motion approach and Poisson processes. Using firm quarterly data from March 2010 to December 2018, we hypothesized that claims with high positive (negative) slopes are more likely to have large positive (negative)…

Edition
-
ISBN/ISSN
978-1-83969-887-3
Collation
-
Series Title
-
Call Number
-