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| Format: | Artículo científico |
| Language: | en |
| Published: |
Universidade Federal do Ceará
2023
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| Online Access: | https://www.redalyc.org/articulo.oa?id=570775563003 https://www.redalyc.org/journal/5707/570775563003/ https://www.redalyc.org/journal/5707/570775563003/html/ https://www.redalyc.org/journal/5707/570775563003/570775563003.epub https://www.redalyc.org/journal/5707/570775563003/movil https://doi.org/10.19094/contextus.2023.e83379 |
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| _version_ | 1866813148939419648 |
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| author | Jaime Phasquinel Lopes Cavalcante |
| author_facet | Jaime Phasquinel Lopes Cavalcante |
| contents | The simplex regression model as a methodology of actuarial analysis Jaime Phasquinel Lopes Cavalcante Administración y Contabilidad simplex analysis actuarial Regression methodology The risk management business evolves rapidly, so actuaries are faced with the need for new analysis methodologies. However, the use of incorrect methodologies for actuarial modeling can have serious implications for strategic decision making. This study aims to introduce the simplex regression model as a suitable methodology for actuarial modeling of data whose values belong to the unit interval. Using a risk management data set, the linear model with normal distribution and the proposed regression model were compared. The evaluation of the models presented concluded by the quality of the modeling through simplex regression, indicating the quality of this method as a new analysis tool for the actuarial context. 2023 artículo científico 1678-2089 https://www.redalyc.org/articulo.oa?id=570775563003 https://www.redalyc.org/journal/5707/570775563003/ https://www.redalyc.org/journal/5707/570775563003/html/ https://www.redalyc.org/journal/5707/570775563003/570775563003.epub https://www.redalyc.org/journal/5707/570775563003/movil https://doi.org/10.19094/contextus.2023.e83379 en http://www.redalyc.org/revista.oa?id=5707 Contextus – Revista Contemporânea de Economia e Gestão application/pdf Universidade Federal do Ceará Contextus – Revista Contemporânea de Economia e Gestão (Brasil) Num.1 Vol.21 |
| format | Artículo científico |
| id | redalyc_570775563003 |
| language | en |
| publishDate | 2023 |
| publisher | Universidade Federal do Ceará |
| spellingShingle | The simplex regression model as a methodology of actuarial analysis Jaime Phasquinel Lopes Cavalcante Administración y Contabilidad simplex analysis actuarial Regression methodology The simplex regression model as a methodology of actuarial analysis Jaime Phasquinel Lopes Cavalcante Administración y Contabilidad simplex analysis actuarial Regression methodology The risk management business evolves rapidly, so actuaries are faced with the need for new analysis methodologies. However, the use of incorrect methodologies for actuarial modeling can have serious implications for strategic decision making. This study aims to introduce the simplex regression model as a suitable methodology for actuarial modeling of data whose values belong to the unit interval. Using a risk management data set, the linear model with normal distribution and the proposed regression model were compared. The evaluation of the models presented concluded by the quality of the modeling through simplex regression, indicating the quality of this method as a new analysis tool for the actuarial context. 2023 artículo científico 1678-2089 https://www.redalyc.org/articulo.oa?id=570775563003 https://www.redalyc.org/journal/5707/570775563003/ https://www.redalyc.org/journal/5707/570775563003/html/ https://www.redalyc.org/journal/5707/570775563003/570775563003.epub https://www.redalyc.org/journal/5707/570775563003/movil https://doi.org/10.19094/contextus.2023.e83379 en http://www.redalyc.org/revista.oa?id=5707 Contextus – Revista Contemporânea de Economia e Gestão application/pdf Universidade Federal do Ceará Contextus – Revista Contemporânea de Economia e Gestão (Brasil) Num.1 Vol.21 |
| title | The simplex regression model as a methodology of actuarial analysis |
| topic | Administración y Contabilidad simplex analysis actuarial Regression methodology |
| url | https://www.redalyc.org/articulo.oa?id=570775563003 https://www.redalyc.org/journal/5707/570775563003/ https://www.redalyc.org/journal/5707/570775563003/html/ https://www.redalyc.org/journal/5707/570775563003/570775563003.epub https://www.redalyc.org/journal/5707/570775563003/movil https://doi.org/10.19094/contextus.2023.e83379 |