Effective experience rating for large insurance portfolios via surrogate modeling

DOI10.1016/J.INSMATHECO.2024.05.004zbMATH Open1548.9109MaRDI QIDQ6607482FDOQ6607482

Authors: Sebastián Calcetero Vanegas, Andrei Badescu, X. Sheldon Lin 

Publication date: 18 September 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

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zbMATH Keywords

Bayesian regressioncredibilitysurrogate modelingratemakingexperience rating

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cited In (2)

• Generic framework for a coherent integration of experience and exposure rating in reinsurance
• Applications of population sampling to insurance ratemaking and reserving

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