Applications of population sampling to insurance ratemaking and reserving

DOI10.1007/S42081-024-00260-3MaRDI QIDQ6670105zbMATH OpenFDO

Authors Sebastián Calcetero Vanegas, X. Sheldon Lin

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/S42081-024-00260-3

zbMATH Keywords

credibility premiumsIBNR reservepopulation samplingsurrogate modeling

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A course in credibility theory and its applications
• Bayesian credibility for GLMs
• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
• Collective reserving using individual claims data
• Effective experience rating for large insurance portfolios via surrogate modeling
• Efficient balanced sampling: The cube method
• Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
• Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach
• scientific article; zbMATH DE number 5321684 (Why is no real title available?)
• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
• Model assisted survey sampling.
• Multivariate modelling of household claim frequencies in motor third-party liability insurance
• On the ordering of credibility factors
• Sampling
• Stochastic claims reserving methods in insurance
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking

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