Ratemaking in a changing environment
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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
(6)- Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums
- A simple Bayesian state-space approach to the collective risk models
- Measuring and mitigating biases in motor insurance pricing
- Enhancing actuarial non-life pricing models via transformers
- Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score
- Individual loss reserving for multi-coverage insurance
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