This paper deals with an extension of the one-period model in non-life insurance markets (cf. [1]) by using a transition probability matrix depending on some economic factors. We introduce a multi-period model and in ...This paper deals with an extension of the one-period model in non-life insurance markets (cf. [1]) by using a transition probability matrix depending on some economic factors. We introduce a multi-period model and in each period the solvency constraints will be updated. Moreover, the model has the inactive state including some uninsured population. Similar results on the existence of premium equilibrium and sensitivity analysis for this model are presented and illustrated by numerical results.展开更多
This study presents an estimation approach to non-life insurance claim counts relating to a specified time. The objective of this study is to estimate the parameters in non-life insurance claim counting process, inclu...This study presents an estimation approach to non-life insurance claim counts relating to a specified time. The objective of this study is to estimate the parameters in non-life insurance claim counting process, including the homogeneous Poisson process (HPP) and the non-homogeneous Poisson process (NHPP) with a bell-shaped intensity. We use the estimating function, the zero mean martingale (ZMM) as a procedure of parameter estimation in the insurance claim counting process. Then, Λ(t) , the compensator of is proposed for the number of claims in the time interval . We present situations through a simulation study of both processes on the time interval . Some examples of the situations in the simulation study are depicted by a sample path relating to its compensator Λ(t). In addition, an example of the claim counting process illustrates the result of the compensator estimate misspecification.展开更多
The aim of this study is to propose an estimation approach to non-life insurance claim counts related to the insurance claim counting process, including the non-homogeneous Poisson process (NHPP) with a bell-shaped in...The aim of this study is to propose an estimation approach to non-life insurance claim counts related to the insurance claim counting process, including the non-homogeneous Poisson process (NHPP) with a bell-shaped intensity and a beta-shaped intensity. The estimating function, such as the zero mean martingale (ZMM), is used as a procedure for parameter estimation of the insurance claim counting process, and the parameters of model claim intensity are estimated by the Bayesian method. Then,Λ(t), the compensator of N(t) is proposed for the number of claims in a time interval (0,t]. Given the process over the time interval (0,t]., the situations are presented through a simulation study and some examples of these situations are also depicted by a sample path relating N(t) to its compensatorΛ(t).展开更多
目的评估影响慢性肾脏病(chronic kidney disease,CKD)3~5期非透析患者恐惧疾病进展的因素,探讨其对生活质量的影响。方法采用疾病进展恐惧简化量表(fear of progression questionnaire-short form,FoP-Q-SF)和健康调查简表(the Mos 36-...目的评估影响慢性肾脏病(chronic kidney disease,CKD)3~5期非透析患者恐惧疾病进展的因素,探讨其对生活质量的影响。方法采用疾病进展恐惧简化量表(fear of progression questionnaire-short form,FoP-Q-SF)和健康调查简表(the Mos 36-item short form health survey,SF-36)对2022年6月至2023年5月安徽医科大学第二附属医院肾脏内科就诊的CKD 3~5期非透析患者进行恐惧疾病进展程度和生活质量相关问卷调查。收集一般人口学资料及临床相关指标,分析疾病进展恐惧程度及影响因素,与生活质量的相关性。结果纳入130例CKD 3~5期非透析患者,恐惧疾病进展得分(32.84±6.13)分,43.84%的患者达到严重的心理功能失调标准(≥34分)。多元线性回归分析结果显示,年龄(t=−2.024)、文化程度(t=−2.690)、情绪状态(t=6.808)、疾病分期(t=2.134)及钙磷代谢水平(t=−2.099)是患者FoP得分的影响因素(P<0.05)。非透析CKD患者生活质量评分均低于中国常模评分。存在心理功能失调的患者SF-36量表各维度评分明显低于不存在心理功能失调患者,差异有统计学意义(P<0.05)。非透析CKD患者的恐惧疾病进展评分与生活质量评分呈负相关(P<0.05)。结论非透析CKD患者恐惧疾病进展严重影响其生活质量,恐惧疾病进展程度与年龄、文化程度、情绪状态、疾病分期及存在钙磷代谢异常相关,需要医护人员进一步重视健康教育及社会支持等。展开更多
文摘This paper deals with an extension of the one-period model in non-life insurance markets (cf. [1]) by using a transition probability matrix depending on some economic factors. We introduce a multi-period model and in each period the solvency constraints will be updated. Moreover, the model has the inactive state including some uninsured population. Similar results on the existence of premium equilibrium and sensitivity analysis for this model are presented and illustrated by numerical results.
文摘This study presents an estimation approach to non-life insurance claim counts relating to a specified time. The objective of this study is to estimate the parameters in non-life insurance claim counting process, including the homogeneous Poisson process (HPP) and the non-homogeneous Poisson process (NHPP) with a bell-shaped intensity. We use the estimating function, the zero mean martingale (ZMM) as a procedure of parameter estimation in the insurance claim counting process. Then, Λ(t) , the compensator of is proposed for the number of claims in the time interval . We present situations through a simulation study of both processes on the time interval . Some examples of the situations in the simulation study are depicted by a sample path relating to its compensator Λ(t). In addition, an example of the claim counting process illustrates the result of the compensator estimate misspecification.
文摘The aim of this study is to propose an estimation approach to non-life insurance claim counts related to the insurance claim counting process, including the non-homogeneous Poisson process (NHPP) with a bell-shaped intensity and a beta-shaped intensity. The estimating function, such as the zero mean martingale (ZMM), is used as a procedure for parameter estimation of the insurance claim counting process, and the parameters of model claim intensity are estimated by the Bayesian method. Then,Λ(t), the compensator of N(t) is proposed for the number of claims in a time interval (0,t]. Given the process over the time interval (0,t]., the situations are presented through a simulation study and some examples of these situations are also depicted by a sample path relating N(t) to its compensatorΛ(t).
文摘目的评估影响慢性肾脏病(chronic kidney disease,CKD)3~5期非透析患者恐惧疾病进展的因素,探讨其对生活质量的影响。方法采用疾病进展恐惧简化量表(fear of progression questionnaire-short form,FoP-Q-SF)和健康调查简表(the Mos 36-item short form health survey,SF-36)对2022年6月至2023年5月安徽医科大学第二附属医院肾脏内科就诊的CKD 3~5期非透析患者进行恐惧疾病进展程度和生活质量相关问卷调查。收集一般人口学资料及临床相关指标,分析疾病进展恐惧程度及影响因素,与生活质量的相关性。结果纳入130例CKD 3~5期非透析患者,恐惧疾病进展得分(32.84±6.13)分,43.84%的患者达到严重的心理功能失调标准(≥34分)。多元线性回归分析结果显示,年龄(t=−2.024)、文化程度(t=−2.690)、情绪状态(t=6.808)、疾病分期(t=2.134)及钙磷代谢水平(t=−2.099)是患者FoP得分的影响因素(P<0.05)。非透析CKD患者生活质量评分均低于中国常模评分。存在心理功能失调的患者SF-36量表各维度评分明显低于不存在心理功能失调患者,差异有统计学意义(P<0.05)。非透析CKD患者的恐惧疾病进展评分与生活质量评分呈负相关(P<0.05)。结论非透析CKD患者恐惧疾病进展严重影响其生活质量,恐惧疾病进展程度与年龄、文化程度、情绪状态、疾病分期及存在钙磷代谢异常相关,需要医护人员进一步重视健康教育及社会支持等。
