Published July 1, 2021 | Version Volume 1, Issue 3
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Modeling Premiums of Non-life Insurance Companies in India

Authors/Creators

  • 1. Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati - 781039, Assam, India

Description

We undertake an empirical analysis for the premium data of non-life insurance companies operating in India, in the paradigm of fitting the data for the parametric distribution of Log-normal and the extreme value-based distributions of Generalized Extreme Value and Generalized Pareto. The best fit to the data for ten companies considered is obtained for the Generalized Extreme Value distribution.

Notes

Kartik Sethi. Siddhartha P. Chakrabarty, Modeling Premiums of Non-life Insurance Companies in India, J.Innovation Sciences and Sustainable Technologies, 1(3)(2021), 221-237. DOI: https://doie.org/10.0608/JISST.2022214863, E-mails: sethi170121021@alumni.iitg.ac.in, pratim@iitg.ac.in.

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