Two-part models for assessing misrepresentation on risk status

DOI10.1007/s13385-021-00263-4zbMath1482.91179OpenAlexW3131883067MaRDI QIDQ2066782

Jianxi Su, Li-Chieh Chen, Michelle Xia

Publication date: 14 January 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00263-4

zbMATH Keywords

expectation maximization algorithmmixture modelsloss modelingsemi-continuous datamisrepresentation fraud

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Uses Software

• WinBUGS

Cites Work

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• Generalized Linear Models for Insurance Data
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• Actuarial Modeling with MCMC and BUGs
• Interval estimation for the ratio in means of log-normally distributed medical costs with zero values.

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