Similar Search Results

Premium control with reinforcement learning

Palmborg, Lina; Lindskog, Filip - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 233-257

Persistent link: https://www.econbiz.de/10014320216

Geographic ratemaking with spatial embeddings

Blier-Wong, Christopher; Cossette, Hélène; Lamontagne, Luc - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10012805734

Multiple yield curve modeling and forecasting using deep learning

Richman, Ronald; Scognamiglio, Salvatore - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 463-494

Persistent link: https://www.econbiz.de/10015154556

Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score

Yanez, Juan Sebastian; Guillén, Montserrat; Nielsen, … - In: ASTIN bulletin : the journal of the International … 55 (2025) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10015450019

An Augmented Variable Dirichlet Process mixture model for the analysis of dependent lifetimes

Ungolo, Francesco; Laub, Patrick J. - In: ASTIN bulletin : the journal of the International … 55 (2025) 1, pp. 50-75

Persistent link: https://www.econbiz.de/10015450021

Yield curve extrapolation with machine learning

Akiyama, Shinobu; Matsuyama, Naoki - In: ASTIN bulletin : the journal of the International … 55 (2025) 1, pp. 76-96

Yield curve extrapolation to unobservable tenors is a key technique for the market-consistent valuation of actuarial liabilities required by Solvency II and forthcoming similar regulations. Since the regulatory method, the Smith-Wilson method, is inconsistent with observable yield curve...

Persistent link: https://www.econbiz.de/10015450022

Forecasting mortality rates with functional signatures

Zhong Jing Yap; Dharini Pathmanathan; Dabo-Niang, Sophie - In: ASTIN bulletin : the journal of the International … 55 (2025) 1, pp. 97-120

Persistent link: https://www.econbiz.de/10015450023

Asymptotics for the conditional higher moment coherent risk measure with weak contagion

Liu, Jiajun; Yi, Qingxin - In: ASTIN bulletin : the journal of the International … 55 (2025) 1, pp. 121-143

Persistent link: https://www.econbiz.de/10015450025

Assessing driving risk through unsupervised detection of anomalies in telematics time series data

Chan, Ian Weng; Badescu, Andrei L.; Lin, X. Sheldon - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 205-241

Persistent link: https://www.econbiz.de/10015450030

Market-based insurance ratemaking : application to pet insurance

Goffard, Pierre-Olivier; Piette, Pierrick; Peters, Gareth - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 263-286

Persistent link: https://www.econbiz.de/10015450032