Modeling Hidden Exposures in Claim Severity Via the Em Algorithm

DOI10.1080/10920277.2005.10596206MaRDI QIDQ5716027zbMATH OpenOpenAlexFDO

Authors Grzegorz A. Rempala, Richard A. Derrig

Publication date 6 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.376.82

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Kernel density estimation of actuarial loss functions
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• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(12)

• A gamma kernel density estimation for insurance loss data
• A flexible Bayesian nonparametric model for predicting future insurance claims prediction
• A new look at the inverse Gaussian distribution with applications to insurance and economic data
• Variance of the CTE Estimator
• Sequential estimation of an inverse Gaussian mean with known coefficient of variation
• A stochastic model of gene transcription: an application to L1 retrotransposition events
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
• Frequentist inference in insurance ratemaking models adjusting for misrepresentation
• Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications
• Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits
• A review of Bayesian asymptotics in general insurance applications
• Valid model-free prediction of future insurance claims

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