During 2012–2015, the motor insurance in Russia received considerable attention both from the parts of the Russian government and from the insurance business. This was caused, in particular, by significant losses from the side of insurance companies that occurred during 2012–2013. Experts...

Quantile regression provides a way to estimate a driver's risk of a traffic accident by means of predicting the percentile of observed distance driven above the legal speed limits over a one year time interval, conditional on some given characteristics such as total distance driven, age, gender,...

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov chain Monte Carlo (MCMC) is used for parameter estimation....

The study of actuarial fairness in auto insurance has been an important issue in the decision making of rate regulation. Risk classification and estimating risk relativities through statistical modeling become essential to help achieve fairness in premium rates. However, because of minor...