{"title":"极值理论在车险行业极值索赔确定中的应用——以中国某车险为例","authors":"D. Diawara, L. Kané, Soumaila Dembele, G. Lo","doi":"10.16929/as/2021.2883.188","DOIUrl":null,"url":null,"abstract":"According to the Chinese Health Statistics Yearbook, in 2005, the number of traffic accidents was 187781 with total direct property losses of 103691.7 (10000 Yuan). This research aims to fill the gap in the literature by investigating the extreme claim sizes not only for the entire portfolio. This empirical study investigates the behavior of the upper tail of the claim size by class of policyholders.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"11 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Applying of the Extreme Value Theory for determining extreme claims in the automobile insurance sector: Case of a China car insurance\",\"authors\":\"D. Diawara, L. Kané, Soumaila Dembele, G. Lo\",\"doi\":\"10.16929/as/2021.2883.188\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"According to the Chinese Health Statistics Yearbook, in 2005, the number of traffic accidents was 187781 with total direct property losses of 103691.7 (10000 Yuan). This research aims to fill the gap in the literature by investigating the extreme claim sizes not only for the entire portfolio. This empirical study investigates the behavior of the upper tail of the claim size by class of policyholders.\",\"PeriodicalId\":430341,\"journal\":{\"name\":\"Afrika Statistika\",\"volume\":\"11 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Afrika Statistika\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.16929/as/2021.2883.188\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Afrika Statistika","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.16929/as/2021.2883.188","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Applying of the Extreme Value Theory for determining extreme claims in the automobile insurance sector: Case of a China car insurance
According to the Chinese Health Statistics Yearbook, in 2005, the number of traffic accidents was 187781 with total direct property losses of 103691.7 (10000 Yuan). This research aims to fill the gap in the literature by investigating the extreme claim sizes not only for the entire portfolio. This empirical study investigates the behavior of the upper tail of the claim size by class of policyholders.
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