Frequentist inference in insurance ratemaking models adjusting for misrepresentation

DOI10.1017/ASB.2018.41MaRDI QIDQ4629474zbMATH OpenOpenAlexFDO

Authors Rexford M. Akakpo, Michelle Xia, Alan M. Polansky

Publication date 27 March 2019

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/asb.2018.41

zbMATH Keywords

expectation-maximization algorithmregression modelsmisclassificationFisher informationratemakingmisrepresentation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3768770 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 6791314 (Why is no real title available?)
• A Bayesian mixture of experts approach to covariate misclassification
• A Pareto scale-inflated outlier model and its Bayesian analysis
• Applied Numerical Methods Using MATLAB®
• Bayesian adjustment for unidirectional misclassification in ordinal covariates
• Bayesian inference for comparing two Poisson rates using data subject to underreporting and validation data
• Bayesian regression models adjusting for unidirectional covariate misclassification
• Dependent frequency-severity modeling of insurance claims
• Finite mixture models
• Insurance ratemaking using a copula-based multivariate Tweedie model
• Regression modeling with actuarial and financial applications.
• Testing the order of a finite mixture
• The EM Algorithm and Extensions, 2E
• The complex-step derivative approximation

Cited in

(4)

• Accuracy in insurance billing error estimation using auxiliary information
• General limited information diffusion method of small-sample information analysis in insurance
• Multivariate Poisson model adjusting for unidirectional covariate misrepresentation
• Two-part models for assessing misrepresentation on risk status

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Uses Software

• flexmix
• mixtools

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