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1. 发明授权

US07698213B2 Method of risk modeling by estimating frequencies of loss and loss distributions for individual risks in a portfolio 有权
标题翻译：通过估计投资组合中个人风险的损失和损失分布频率来进行风险建模的方法
公开(公告)号：US07698213B2
公开(公告)日：2010-04-13
申请号：US11323252
申请日：2005-12-30
申请人： Clifton J. Lancaster
发明人： Clifton J. Lancaster
IPC分类号： G06Q40/00
CPC分类号： G06Q40/08 , G06Q40/025
摘要： A method of predictive modeling is for purposes of estimating frequencies of future loss and loss distributions for individual risks in an insurance portfolio. To forecast future losses for each individual risk, historical data relating to the risk is obtained. Data is also obtained for other risks similar to the individual risk. Expert opinion relating to the risk is also utilized for improving the accuracy of calculations when little or no historical data is available. The historical data, any current data, and expert opinion are combined using a Bayesian procedure. The effect of the Bayesian procedure is to forecast future losses for the individual risk based on the past losses and other historical data for that risk and similar risks. Probability distributions for predicted losses and historical data for use in the Bayesian procedure are obtained using a compound Poisson process model.
摘要翻译：预测模型的方法是为了估计保险组合中个人风险的未来损失和损失分布的频率。为了预测每个风险的未来损失，获得与风险有关的历史数据。也可以获得与个人风险类似的其他风险的数据。有关风险的专家意见也用于提高计算的准确性，因为很少或没有历史数据可用。使用贝叶斯过程组合历史数据，任何当前数据和专家意见。贝叶斯程序的效果是根据过去的损失和风险等风险的其他历史数据，预测未来个人风险的损失。使用复合泊松过程模型获得贝叶斯程序中预测损失和历史数据的概率分布。

2. 发明授权

US08538865B2 Method of determining prior net benefit of obtaining additional risk data for insurance purposes via survey or other procedure 有权
标题翻译：通过调查或其他程序确定为保险目的获得额外风险数据的先前净收益的方法
公开(公告)号：US08538865B2
公开(公告)日：2013-09-17
申请号：US11509266
申请日：2006-08-24
申请人： Clifton J. Lancaster
发明人： Clifton J. Lancaster
IPC分类号： G06Q40/00
CPC分类号： G06Q40/08 , G06Q40/025 , G06Q40/06
摘要： A method is disclosed for determining the prior net benefit of obtaining data relating to an individual risk in an insurance portfolio, via a survey or similar procedure. A risk model is developed at the individual risk level for mathematically estimating the probability of expected loss given a set of information about the risk. The risk model is incorporated into a profitability model. A probability distribution relating to the type of survey information to be obtained is developed, which is used for determining the gross value of obtaining the information. The method produces as an output a quantitative estimation (e.g., dollar value) of the net benefit of obtaining survey data for the risk, calculated as the gross value of the survey less the survey's cost, where the benefit of the survey relates to a quantitative increase in predictive accuracy resulting from incorporating the survey data into the predictive model.
摘要翻译：公开了一种通过调查或类似程序来确定获得与保险组合中的个人风险有关的数据的先前净收益的方法。在个人风险水平上开发风险模型，以数学方式估计一组有关风险的信息的预期损失概率。风险模型被纳入盈利模式。开发与要获取的调查信息类型相关的概率分布，用于确定获取信息的总价值。该方法作为输出产生了获取风险调查数据的净利益的定量估计（例如，美元价值），按照调查的总价值计算，减去调查成本，调查的利益与定量由于将调查数据纳入预测模型，导致预测精度的提高。

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