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We propose a fully Bayesian approach to non-life risk premium rating, based on hierarchical models with latent variables for both claim frequency and claim size. Inference is based on the joint posterior distribution and is performed by Markov Chain Monte Carlo. Rather than plug-in point estimates of all unknown parameters, we take into account all sources of uncertainty simultaneously when the model is used to predict claims and estimate risk premiums. Several models are fitted to both a simulated dataset and a small portfolio regarding theft from cars. We show that interaction among latent variables can improve predictions significantly. We also investigate when interaction is not necessary. We compare our results with those obtained under a standard generalized linear model and show through numerical simulation that geographically located and spatially interacting latent variables can successfully compensate for missing covariates. However, when applied to the real portfolio data, the proposed models are not better than standard models due to the lack of spatial structure in the data. 相似文献
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改革开放以来,江苏省苏南、苏中和苏北的经济发展差距呈现逐步扩大的趋势。针对江苏省区域经济发展差异现状,采用国内生产总值Theil熵对江苏各区域经济发展差异进行了定量分析。通过原因分析,利用线性回归方法,得出区域市场发育程度、产业结构转换的差异和区域发展策略是导致江苏省经济发展差距的主要因素,提出了江苏省区域经济协调发展的相关对策。 相似文献
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《Resource and Energy Economics》2013,35(4):659-678
In the natural-resource literature, conventional wisdom holds that weak property rights will cause a resource to be over-exploited. This is because weak property rights are typically perceived as a problem of input exclusion – or theft of un-extracted resources. We present evidence to the effect that weak property rights often take the form of contestable outputs – or output theft – and that this has an impact on resource use. We propose a model of resource use under generally weak property rights – or weak state presence – when resource users face the dual problem of input exclusion and output appropriation. We show that introducing the possibility that outputs be contested acts as an output tax, with the added twist that resource users effectively determine the tax level. This tax has a depressive effect on input use. Whether the resource is under- or over-exploited depends on the relative severity of output appropriation and input exclusion problems. Increasing enforcement measures against theft may lead to severe resource overuse. Efficiency considerations require to account not only for direct resource input use, but also for thieves’ efforts and gains as well as the costs of enforcement against theft and trespass. 相似文献
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Laura Schechter 《Experimental Economics》2006,9(2):173-173
This dissertation looks at the relationship between trust, trustworthiness, and risk aversion in a rural Paraguayan setting.
The first chapter of this dissertation looks at theft between farmers. Rural areas of developing countries often lack effective
legal enforcement. However, villagers who know each other well and interact repeatedly may use implicit contracts to minimize
crime. I construct a dynamic limited-commitment model in which a thief cannot credibly commit to forego stealing from his
fellow villagers but may be induced to limit his stealing by the promise of future gifts from his potential victim. Using
a unique survey from rural Paraguay which combines traditional data on production with information on theft, gifts, and trust,
as well as with experiments measuring trust and trustworthiness, I test whether the data is consistent with predictions from
the dynamic model. The results provide evidence that, in contrast with predictions from a one-period model with an anonymous
thief, farmers do implicitly contract with one another to limit theft. Farmers who have more close family members in their
village give fewer gifts, and farmers with plots which are more difficult to steal from give fewer gifts, experience less
theft, and trust more. Gift-giving increases when trust is lower and the threat of theft is greater, turning the social capital
literature on its head.
The second chapter of this dissertation looks at a different linkage between trust, trustworthiness, and risk. Trusting behavior
in general and play in the traditional trust experiment specifically depend both on trust beliefs and on levels of risk aversion.
I ran two experiments with a diverse set of subjects in fifteen villages of rural Paraguay, the traditional trust experiment
and a new experiment measuring only risk aversion. I find that risk attitudes are highly predictive of play in the trust game.
In addition, omitting risk aversion as a regressor in trust regressions significantly changes the coefficients of important
explanatory variables such as gender and wealth. The chair of this dissertation committee was Ethan Ligon and the other committee
members were George Akerlof and Elisabeth Sadoulet. 相似文献
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《Resource and Energy Economics》2014,36(4):659-678
In the natural-resource literature, conventional wisdom holds that weak property rights will cause a resource to be over-exploited. This is because weak property rights are typically perceived as a problem of input exclusion – or theft of un-extracted resources. We present evidence to the effect that weak property rights often take the form of contestable outputs – or output theft – and that this has an impact on resource use. We propose a model of resource use under generally weak property rights – or weak state presence – when resource users face the dual problem of input exclusion and output appropriation. We show that introducing the possibility that outputs be contested acts as an output tax, with the added twist that resource users effectively determine the tax level. This tax has a depressive effect on input use. Whether the resource is under- or over-exploited depends on the relative severity of output appropriation and input exclusion problems. Increasing enforcement measures against theft may lead to severe resource overuse. Efficiency considerations require to account not only for direct resource input use, but also for thieves’ efforts and gains as well as the costs of enforcement against theft and trespass. 相似文献
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