Modeling Dependencies among Multivariate Loss Triangles in Property and Casualty Insurance using Copulas / (Record no. 167114)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04781namaa22004091i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - أخر تعامل مع التسجيلة | |
| control field | 20250223033242.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240525s2023 |||a|||f |m|| 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloguing agency | EG-GICUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GICUC |
| Modifying agency | EG-GICUC |
| Description conventions | rda |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| Language code of summary or abstract | eng |
| Language code of sung or spoken text | ara |
| 049 ## - Acquisition Source | |
| Acquisition Source | Deposit |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 657.73 |
| 092 ## - LOCALLY ASSIGNED DEWEY CALL NUMBER (OCLC) | |
| Classification number | 657.73 |
| Edition number | 21 |
| 097 ## - Degree | |
| Degree | Ph.D |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Local Call Number | Cai01 05 03 Ph.D 2023 No.M |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Authority record control number or standard number | Nourhan Hassan Korany Ahmed |
| Preparation | preparation. |
| 245 10 - TITLE STATEMENT | |
| Title | Modeling Dependencies among Multivariate Loss Triangles in Property and Casualty Insurance using Copulas / |
| Statement of responsibility, etc. | By Nourhan Hassan Korany Ahmed; Under Supervision of Prof. Lobna Mohamed Farid |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | نمذجة تبعية مثلثات الخسارة متعددة المتغيرات في تأمين الممتلكات و المسؤليات باستخدام نموذج كوبولا / |
| 264 #0 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Date of production, publication, distribution, manufacture, or copyright notice | 2023. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 120 Leaves : |
| Other physical details | illustrations ; |
| Dimensions | 30 cm. + |
| Accompanying material | CD. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rda content |
| 337 ## - MEDIA TYPE | |
| Media type term | Unmediated |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | volume |
| Source | rdacarrier |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (Ph.D)-Cairo University, 2023. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Bibliography: pages 116-119. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | An essential tool for comprehending the variable of interest possesses a variable <br/>that can interpret the behavior of another. The concept of dependency has been <br/>intensively researched throughout the years, using numerous models. Copulas are <br/>comprehensive tools for simulating the interdependence of variables. They <br/>provide alternative interpretations of the linear and non-linear relationships <br/>between associated random variables and their marginal. In the insurance sector, <br/>one of the major risks that insurers face is holding inefficient provision amounts <br/>for claims. <br/> This research examines the effects of modelling claim provision dependencies <br/>on multiple lines of business using copula regression models. The research uses <br/>independence model, as well as the pairwise dependence model, which uses a <br/>cell-by-cell approach. The Research concludes that the best fit model for <br/>provision estimate across multiple lines of business is the Gaussian Pair-Wise <br/>Dependence model. <br/> The research also explains the dependence structure between the claim amount <br/>and the report lag period for claims in the insurance companies. It concludes that <br/>the frank copula is the best fit in modeling dependence between the variables <br/>report delay and claim amount. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | من الأدوات الأساسية لفهم متغير الفائدة variable of interest هو وجود متغير يمكنه تفسير سلوك متغير آخر. تم بحث مفهوم التبعية dependency بشكل مكثف على مر السنين، باستخدام نماذج عديدة. الكوبولا copulas هي أدوات شاملة لمحاكاة الترابطinterdependence بين المتغيرات، فهي توفر تفسيرات بديلة للعلاقات الخطية وغير الخطية بين المتغيرات العشوائية المرتبطة. في قطاع التأمين، تتمثل إحدى المخاطر الرئيسية التي تواجه شركات التأمين في تقديرالمخصص غير دقيق لدفع المطالبات.<br/> يدرس هذا البحث تأثير استخدام نماذج Copula regression models لنمذجة التبعيات لتحديد المخصص بين فروع التأمين. يستخدم البحث نموذج الاستقلالية independence model، وكذلك نموذج التبعية الزوجية pairwise dependence model، الذي يستخدم أسلوب خلية بخليةcell-by-cell . يستنتج البحث إلى أن أفضل نموذج مناسب لتقدير المخصصات بين فروع التأمين المتعددة هو نموذج Gaussian Pair-Wise Dependence model.<br/> يشرح البحث أيضًا هيكل التبعية بين مبلغ المطالبة وفترة تأخر تبليغ الشركة بالحادثة في شركات التأمين. و يستنتج البحث إلى أن فرانك كوبولا Frank Copulaهي الأنسب في نمذجة التبعية بين متغير تأخيرإبلاغ الشركة بالحادث ومتغيرمبالغ المطالبات. |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Issues CD | Issued also as CD |
| 546 ## - LANGUAGE NOTE | |
| Text Language | Text in English and abstract in Arabic & English. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Insurance |
| Source of heading or term | qrmak |
| 653 #0 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Report Lag |
| -- | Copula Model |
| -- | Claim Amounts |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lobna Mohamed Farid |
| Relator term | thesis advisor. |
| 900 ## - Thesis Information | |
| Grant date | 01-01-2023 |
| Supervisory body | Lobna Mohamed Farid |
| Discussion body | Adel Mounir Abdelhamid Rabeh |
| -- | Mahmoud Mohamed El Sayed |
| Universities | Cairo University |
| Faculties | Faculty of Commerce |
| Department | Department of Insurance and Actuarial Science |
| 905 ## - Cataloger and Reviser Names | |
| Cataloger Name | Nourhan |
| Reviser Names | Huda |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Edition | 21 |
| Suppress in OPAC | No |
| Source of classification or shelving scheme | Home library | Current library | Date acquired | Inventory number | Full call number | Barcode | Date last seen | Effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 25.05.2024 | 88324 | Cai01 05 03 Ph.D 2023 No.M | 01010110088324000 | 25.05.2024 | 25.05.2024 | Thesis |