Frequentist inference in insurance ratemaking models adjusting for misrepresentation
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Publication:4629474
DOI10.1017/ASB.2018.41zbMATH Open1419.91345OpenAlexW2919652104MaRDI QIDQ4629474FDOQ4629474
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
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expectation-maximization algorithmregression modelsmisclassificationFisher informationratemakingmisrepresentation
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- The EM Algorithm and Extensions, 2E
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- Testing the order of a finite mixture
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- The complex-step derivative approximation
- Insurance ratemaking using a copula-based multivariate Tweedie model
- Regression modeling with actuarial and financial applications.
- Applied Numerical Methods Using MATLAB®
- Dependent frequency-severity modeling of insurance claims
- Bayesian inference for comparing two Poisson rates using data subject to underreporting and validation data
- Bayesian regression models adjusting for unidirectional covariate misclassification
- A Pareto scale-inflated outlier model and its Bayesian analysis
- A Bayesian mixture of experts approach to covariate misclassification
- Bayesian adjustment for unidirectional misclassification in ordinal covariates
Cited In (4)
- General limited information diffusion method of small-sample information analysis in insurance
- Accuracy in insurance billing error estimation using auxiliary information
- Two-part models for assessing misrepresentation on risk status
- Multivariate Poisson model adjusting for unidirectional covariate misrepresentation
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