Improving detections of serial dynamics for longitudinal actuarial data with underwriting-controlled testing

DOI10.1016/J.INSMATHECO.2025.103111MaRDI QIDQ6961592zbMATH OpenFDO

Authors T. C. Fung

Publication date 10 July 2025

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.INSMATHECO.2025.103111

zbMATH Keywords

diagnostic testsendogeneity adjustmentinsurance lossinverse-probability weightingrandom weighted bootstrap

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites work

• A dependent frequency-severity approach to modeling longitudinal insurance claims
• A multi-year microlevel collective risk model
• A simple resampling method by perturbing the minimand
• Asymptotic Statistics
• Bootstrapping the portmanteau tests in weak auto-regressive moving average models
• Diagnostic tests before modeling longitudinal actuarial data
• Longitudinal modeling of insurance claim counts using jitters
• Modelling and predicting customer churn from an insurance company
• Multi-state modelling of customer churn
• Multivariate modelling of household claim frequencies in motor third-party liability insurance
• Optimal bonus-malus systems using finite mixture models
• Pair copula constructions for insurance experience rating
• Predictive compound risk models with dependence
• Testing Constant Serial Dynamics in Two-Step Risk Inference for Longitudinal Actuarial Data
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• Two-step risk analysis in insurance ratemaking

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