On the cost of risk misspecification in insurance pricing

DOI10.1007/S42081-024-00256-ZMaRDI QIDQ6670104zbMATH OpenFDO

Authors Dina Finger, Hansjörg Albrecher, L. Wilhelmy

Publication date 22 January 2025

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S42081-024-00256-Z

zbMATH Keywords

adverse selectioninsurance pricingmean-variance optimizationmisspecification errorsrisk classification

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Classification of scale-sensitive telematic observables for riskindividual pricing
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• Insurance markets and unisex tariffs: is the European court of justice improving or destroying welfare?
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• Non-Life Insurance Risk Classification Using Categorical Embedding
• On a Markovian game model for competitive insurance pricing
• On the Lambert \(w\) function
• Optimal risk classification with an application to substandard annuities
• Pricing insurance contracts -- an economic viewpoint
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
• The Elements of Statistical Learning

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