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George Tzougas, Natalia Hong and Ryan Ho
In this article we present a class of mixed Poisson regression models with varying dispersion arising from non-conjugate to the Poisson mixing distributions for modelling overdispersed claim counts in non-life insurance. The proposed family of models com...
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Md. Nur Alam Siddik, Md. Emran Hosen, Md. Firoze Miah, Sajal Kabiraj, Shanmugan Joghee and Swamynathan Ramakrishnan
A stable and healthy insurance industry plays a vital role in sustaining an economy resistant to economic shocks by providing an efficient risk-transition mechanism. There is a relative scarcity of research inspecting the impact of insurers? financial in...
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Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
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Hui Yao and Thomas Taimre
We consider the problem of estimating tail probabilities of random sums of scale mixture of phase-type distributions?a class of distributions corresponding to random variables which can be represented as a product of a non-negative but otherwise arbitrar...
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Sangyong Han and Hyejeong Mun
This study investigates the level, structure, and pay-for-performance relationship of CEO compensation in Korean non-life insurance companies. We find that seniority plays an important role in setting CEO compensation practices and that performance-based...
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Omer Ali Ibrahim,Sonal Devesh
Pág. 37 - 47
The paper examines the socio-economic dynamics and challenges to the social insurance scheme in Oman, during the period 2002-2016, using secondary sources. The study adopts a confirmatory factor analysis (CFA), and develops a model to identify the determ...
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Akinwunmi Kunle Onafalujo
Pág. 129 - 144
Insurance company?s performance can be stymied by internal and external risks. Industry reports show 23 companies out of the 55 operating companies (about 42%) in Nigeria recorded net operating losses in 2015. Macroeconomic risks are external and may be ...
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Francis Sewhenu Dansu,Adebayo Obalola
Reinsurance is used by primary insurers as a device to cushion the effect of underwriting and solvency risks. However, an overdependence on reinsurance could cause depletion in the income of the primary insurer. The study examined the effect of reinsuran...
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Zhengmin Duan, Yonglian Chang, Qi Wang, Tianyao Chen and Qing Zhao
Using a generalized linear model to determine the claim frequency of auto insurance is a key ingredient in non-life insurance research. Among auto insurance rate-making models, there are very few considering auto types. Therefore, in this paper we are pr...
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Nevenka Vojvodic-Miljkovic
Pág. 043 - 056
The intense competition among banks, in terms of narrowing the interest margins, has led to an increase in administrative and marketing expenses and has limited the profit margins of traditional banking products. At the same time, there has been a change...
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