A GENERALISED PROPERTY EXPOSURE RATING FRAMEWORK THAT INCORPORATES SCALE-INDEPENDENT LOSSES AND MAXIMUM POSSIBLE LOSS UNCERTAINTY

DOI10.1017/ASB.2020.11zbMath1447.91144OpenAlexW3028592973MaRDI QIDQ5119567

Pietro Parodi

Publication date: 31 August 2020

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

Full work available at URL: https://doi.org/10.1017/asb.2020.11

zbMATH Keywords

exposure curvesimpact of deductible changesinsured valuemaximum possible lossscale-independent losses

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (3)

Gamma mixture density networks and their application to modelling insurance claim amounts ⋮ Mixture Composite Regression Models with Multi-type Feature Selection ⋮ Deep quantile and deep composite triplet regression

Uses Software

• MBBEFD
• PRMLT

Cites Work

• On Fire Exposure Rating and the Impact of the Risk Profile Type
• PROPERTY GRAPHS – A STATISTICAL MODEL FOR FIRE AND EXPLOSION LOSSES BASED ON GRAPH THEORY
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