A nonparametric sequential learning procedure for estimating the pure premium

DOI10.1007/s13385-021-00291-0zbMath1505.91329OpenAlexW3190229562MaRDI QIDQ2677928

Yanyan Li

Publication date: 9 January 2023

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00291-0

zbMATH Keywords

point estimationstatistical learningnonparametric methodssequential methodslarge-sample propertiesproperty and casualty insurancenonlife insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

A multiply-sequential sampling scheme

Uses Software

• covTest

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical emulators for pricing and hedging longevity risk products
• Valid post-selection inference
• Second order approximation to the risk of a sequential procedure
• The performance of a sequential procedure for the estimation of the mean
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• Sequential credibility evaluation for symmetric location claim distributions
• Theory of statistics
• The Bernstein-von Mises theorem under misspecification
• Application of data clustering and machine learning in variable annuity valuation
• A significance test for the lasso
• Neural networks applied to chain-ladder reserving
• Folded and log-folded-tdistributions as models for insurance loss data
• Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach
• Sequential Methods and Their Applications
• On Stochastic Approximation and Credibility
• Delta Boosting Machine with Application to General Insurance
• Valid Model-Free Prediction of Future Insurance Claims
• Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
• Data Clustering with Actuarial Applications
• Regression Modeling with Actuarial and Financial Applications
• Deep Learning at the Interface of Agricultural Insurance Risk and Spatio-Temporal Uncertainty in Weather Extremes
• Moments of Randomly Stopped Sums
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
• A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Loss Models

This page was built for publication: A nonparametric sequential learning procedure for estimating the pure premium