Applications of population sampling to insurance ratemaking and reserving
From MaRDI portal
Publication:6670105
DOI10.1007/s42081-024-00260-3MaRDI QIDQ6670105
X. Sheldon Lin, Sebastián Calcetero Vanegas
Publication date: 22 January 2025
Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Model assisted survey sampling.
- Bayesian credibility for GLMs
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach
- A course in credibility theory and its applications
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
- On the ordering of credibility factors
- Efficient balanced sampling: The cube method
- MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE
- Collective reserving using individual claims data
- EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS
- Sampling
- Effective experience rating for large insurance portfolios via surrogate modeling
This page was built for publication: Applications of population sampling to insurance ratemaking and reserving