FREQUENTIST INFERENCE IN INSURANCE RATEMAKING MODELS ADJUSTING FOR MISREPRESENTATION

DOI10.1017/asb.2018.41zbMath1419.91345OpenAlexW2919652104MaRDI QIDQ4629474

Rexford M. Akakpo, Michelle Xia, Alan M. Polansky

Publication date: 27 March 2019

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2018.41

zbMATH Keywords

Fisher informationregression modelsexpectation-maximization algorithmmisclassificationratemakingmisrepresentation

Mathematics Subject Classification ID

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

Related Items (2)

Multivariate Poisson model adjusting for unidirectional covariate misrepresentation ⋮ Two-part models for assessing misrepresentation on risk status

Uses Software

• flexmix
• mixtools

Cites Work

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• Regression Modeling with Actuarial and Financial Applications
• Testing the Order of a Finite Mixture
• The complex-step derivative approximation
• Applied Numerical Methods Using MATLAB®
• Bayesian regression models adjusting for unidirectional covariate misclassification

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