Ratemaking in a changing environment

DOI10.1017/ASB.2023.23MaRDI QIDQ6569740zbMATH OpenFDO

Authors A. Nii-Armah Okine

Publication date 9 July 2024

Published in ASTIN Bulletin (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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)

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Cites work

• A data driven binning strategy for the construction of insurance tariff classes
• An Individual Claims Reserving Model
• Hierarchical insurance claims modeling
• Joint model prediction and application to individual-level loss reserving
• Micro-level stochastic loss reserving for general insurance
• Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
• Multilevel modeling of insurance claims using copulas
• Prediction of Outstanding Liabilities II. Model Variations and Extensions
• Statistical foundations of actuarial learning and its applications
• Stochastic claims reserving methods in insurance
• Summarizing insurance scores using a Gini index
• The statistical analysis of recurrent events.

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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