Valid Model-Free Prediction of Future Insurance Claims
DOI10.1080/10920277.2020.1802599zbMath1491.91109OpenAlexW3102512803MaRDI QIDQ5027903
Publication date: 7 February 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2020.1802599
order statisticsempirical distribution functionnonparametric estimationinsurance claimsconformal predictionmodel-free inference
Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Prediction theory (aspects of stochastic processes) (60G25) Actuarial mathematics (91G05)
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