FREQUENTIST INFERENCE IN INSURANCE RATEMAKING MODELS ADJUSTING FOR MISREPRESENTATION
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DOI: 10.1017/asb.2018.41
Abstract: Abstract In insurance underwriting, misrepresentation represents the type of insurance fraud when an applicant purposely makes a false statement on a risk factor that may lower his or her cost of insurance. Under the insurance… read more here.
Keywords: frequentist inference; insurance; misrepresentation; insurance ratemaking ... See more keywords
Two-step risk analysis in insurance ratemaking
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DOI: 10.1080/03461238.2020.1863856
Abstract: Recently, Heras et al. (2018. An application of two-stage quantile regression to insurance ratemaking. Scandinavian Actuarial Journal 9, 753–769) propose a two-step inference to forecast the Value-at-Risk of aggregated losses in insurance ratemaking by combining… read more here.
Keywords: insurance ratemaking; regression; risk; two step ... See more keywords