Title:
損失仮説を立てるためのシステム及び方法
Document Type and Number:
Japanese Patent JP2005512180
Kind Code:
A
Abstract:
A method for developing assumptions for use in evaluating the possible occurrence of an event comprises the steps of defining a plurality of factors correlated with each other to the event, assigning a plurality of levels to each factor, determining a relative occurrence rate for selected combinations of factors and levels, and assigning selected combinations to one of a plurality of cohorts. In certain embodiments, the method, and a corresponding system are used in designing an insurance product. The method may include the additional steps of assigning values to the levels and evaluating expected performance of the product based upon the values assigned to the levels and the expected loss distribution. The step of producing an expected loss distribution includes determining, for at least some of the selected combinations, a cumulative probability of occurrence, and determining, for at least one of the selected combinations, an incremental probability of occurrence.
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Inventors:
Gobads, Dieters, S.
Wright, Edward, J.
Wright, Edward, J.
Application Number:
JP2003550018A
Publication Date:
April 28, 2005
Filing Date:
November 08, 2002
Export Citation:
Assignee:
SWISS REINSURANCE COMPANY
International Classes:
G06Q90/00; G06Q40/00; (IPC1-7): G06F17/60
Attorney, Agent or Firm:
Isshiki International Patent Service Corporation