關鍵字查詢 | 類別:會議論文 | | 關鍵字:Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles

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序號 學年期 教師動態
1 108/1 風保系 汪琪玲 教授 會議論文 發佈 Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles , [108-1] :Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles會議論文Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance DeductiblesYi-Chieh Huang; Kamhon Kan; Larry Y. Tzeng; Kili C. Wangstochastic dominance;generalized almost second-degree stochastic domi- nance;preference parameter;automobile theft insurance;deductibleKnowing how small violation individuals would accept against stochastic dominancerules is a prerequisite for applying almost stochastic dominance criteria. Different fromprevious results obtained by experiments, this paper estimates acceptable violation againststochastic dominance rules with 940,904 observations of real data on a deductible choiceof automobile theft insurance. We find that for all policyholders in the sample who chose a low deductible, the upper bound estimate of acceptable violation ratio is 8.198−08 which is close to zero. On the other hand, considering most decision makers, such as 99% (95%) of
2 108/1 風保系 汪琪玲 教授 會議論文 發佈 Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles , [108-1] :Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles會議論文Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance DeductiblesY.C. Huang; K. Jian; L. Tseng; K. C. Wangen國際無20190804~20190806否USAAmerican Risk and Insurance AssociationSan Francisco
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