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Intro -- Title Page -- Copyright page -- Contents -- Preface -- Chapter 1 Introduction -- 1.1 What is Reinsurance? -- 1.2 Why Reinsurance? -- 1.3 Reinsurance Data -- 1.3.1 Case Study I: Motor Liability Data -- 1.3.2 Case Study II: Dutch Fire Insurance Data -- 1.3.3 Case Study III: Austrian Storm...
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This paper addresses the problem of modeling loss frequency using regression when the counts have a non-standard distribution. We propose a novel approach based on mixture-of-experts specifications on discrete-phase type distributions. Compared to continuous phase-type counterparts, our approach...
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