Narrow search
Showing 1 - 10 of 1,079
Cover Image
Regularized regression for reserving and mortality models
Venter, Gary - In: Asia-Pacific journal of risk and insurance : APJRI 13 (2019) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10012120654
Cover Image
Bayesian CART models for insurance claims frequency
Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; … - In: Insurance : mathematics and economics 114 (2024), pp. 108-131
Persistent link: https://www.econbiz.de/10015049382
Cover Image
An alternative pricing system through Bayesian estimates and method of moments in a bonus-malus framework for the Ghanaian auto insurance market
Jacob, Azaare; Wu, Zhao - In: Journal of risk and financial management : JRFM 13 (2020) 7/143, pp. 1-15
This paper examines the current No-Claim Discount (NCD) system used in Ghana’s auto insurance market as inefficient and outmoded and, therefore, proposes an alternative optimal Bonus-Malus System (BMS) intended to meet the present market conditions and demand. It appears that the existing BMS...
Persistent link: https://www.econbiz.de/10012309284
Cover Image
Risk models with premiums adjusted to claims number
Li, Bo; Ni, Weihong; Constantinescu, Corina - In: Insurance / Mathematics & economics 65 (2015), pp. 94-102
Persistent link: https://www.econbiz.de/10011422881
Cover Image
Effective experience rating for large insurance portfolios via surrogate modeling
Calcetero Vanegas, Sebastián; Badescu, Andrei L.; Lin, … - In: Insurance : mathematics and economics 118 (2024), pp. 25-43
Persistent link: https://www.econbiz.de/10015066994
Cover Image
Generic framework for a coherent integration of experience and exposure rating in reinsurance
Bernegger, Stefan - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 518-545
Persistent link: https://www.econbiz.de/10015154558
Cover Image
Pooling mortality risk in Eurozone state pension liabilities : an application of a Bayesian coherent multi-population cohort-based mortality model
McCarthy, David; Wang, Po-Lin - In: Insurance / Mathematics & economics 99 (2021), pp. 459-485
Persistent link: https://www.econbiz.de/10012649243
Cover Image
On the aggregation of experts' information in bonus-malus systems
Blanco, Víctor; Pérez-Sánchez, José M. - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 311-337
Persistent link: https://www.econbiz.de/10011875606
Cover Image
Spatial modelling of claim frequency and claim size in insurance
Gschlößl, Susanne (contributor);  … - 2005
In this paper models for claim frequency and claim size in non-life insurance are considered. Both covariates and spatial random effects are included allowing the modelling of a spatial dependency pattern. We assume a Poisson model for the number of claims, while claim size is modelled using a...
Persistent link: https://www.econbiz.de/10003310005
Cover Image
Bayesian multivariate poisson models for insurance ratemaking
Bermúdez, Lluís; Karlis, Dimitris - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 226-236
Persistent link: https://www.econbiz.de/10008989337