Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells

DOI10.1080/03461238.2023.2176251zbMath1527.91142OpenAlexW4320715265MaRDI QIDQ6059379

Mathias Lindholm, Filip Lindskog, Unnamed Author

Publication date: 2 November 2023

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

Full work available at URL: https://doi.org/10.1080/03461238.2023.2176251

zbMATH Keywords

automatic tarifficationduration-weighted probabilitieslocal bias adjustmentnon-life pricing

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Isotonic recalibration under a low signal-to-noise ratio

Cites Work

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