Ratemaking in a changing environment
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Publication:6569740
DOI10.1017/ASB.2023.23zbMATH Open1545.91271MaRDI QIDQ6569740FDOQ6569740
Authors: A. Nii-Armah Okine
Publication date: 9 July 2024
Published in: ASTIN Bulletin (Search for Journal in Brave)
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Cites Work
- Stochastic claims reserving methods in insurance
- Multilevel modeling of insurance claims using copulas
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- The statistical analysis of recurrent events.
- An Individual Claims Reserving Model
- Micro-level stochastic loss reserving for general insurance
- Hierarchical insurance claims modeling
- Summarizing insurance scores using a Gini index
- Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
- A data driven binning strategy for the construction of insurance tariff classes
- Joint model prediction and application to individual-level loss reserving
- Statistical foundations of actuarial learning and its applications
Cited In (4)
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