Ratemaking in a changing environment

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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zbMATH Keywords

environmental changesinsurance pricingIBNR and RBNS reservemarked poission process

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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)

• Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums
• A simple Bayesian state-space approach to the collective risk models
• Enhancing actuarial non-life pricing models via transformers
• Measuring and mitigating biases in motor insurance pricing

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