Results 261 to 270 of about 447,527 (308)

Dependent frequency–severity modeling of insurance claims

Insurance: Mathematics and Economics, 2015
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Peng Shi, Xiaoping Feng, Anastasia Ivantsova   +2 more
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Stochastic Comparisons of the Smallest and Largest Claim Amounts with Scale Proportional Hazard Claim Severities

Frontiers of Mathematics, 2023
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Fang, Longxiang, Lu, Jinling, Zhang, Shuai   +2 more
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Claims identification of patients with severe cancer-related symptoms

The American Journal of Managed Care, 2020
The goal of this study was to establish a claims-based mechanism for identifying patients with metastatic non-small cell lung cancer (mNSCLC) and high levels of patient-reported cancer-related symptoms who could benefit from engagement with health care programs.A cross-sectional survey of patients with mNSCLC was conducted from July 2017 to May 2018 ...
Richard W, DeClue, Dana Drzayich, Antol, Adrianne W, Casebeer, Todd, Michael, Marina, Sehman, Andrew, Renda, Sarika, Ogale, Stephen, Stemkowski, Bryan, Loy   +8 more
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Claim Severities, Claim Relativities, and Age: Evidence from SOA Group Health Data

SSRN Electronic Journal, 2009
The influence of age on Group Health medical claims is analyzed for a large data set provided by the Society of Actuaries. This data set comprises claims for the years 1997 through 1999, with a total claim count of about 4.3 million and total paid charges of approximately $7 billion. Using partial linear models that allow for the influence of age to be
Christopher W. Laws, Frank A. Schmid
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Urological Malpractice: Claim Trend Analysis and Severity of Injury

Urology Practice, 2016
In the current malpractice environment all urologists are at risk. Claim trend data on costs, types of urological errors and severity of injury in urological surgery malpractice claims are lacking.We analyzed physician level claim data from a large professional liability insurer with a nationwide client base.
Benjamin A, Sherer, Kohldon C, Boydston, Christopher L, Coogan   +2 more
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Truncated gamma-truncated Weibull distribution for modeling claim severity

AIP Conference Proceedings, 2021
Modeling the data with a standard distribution is usually difficult to do because of the different characteristics of the body and tail in data. For example, Gamma distribution that has the right-skewing and light tail characteristics is considered unable to model the amount of claim that has a heavy tail.
R. Diandarma, D. Lestari, S. Mardiyati, R. A. Kafi, S. Devila, L. Safitri   +5 more
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Modelling catastrophe claims with left-truncated severity distributions

Computational Statistics, 2006
The authors analyze losses resulting from natural catastrophic events in the United States. They study the effects of data misspecification, under which the loss data available from a loss data base is truncated from below at a predetermined threshold level. The authors emphasize that such thresholds are often ignored in practice and this can result in
Chernobai, Anna, Burnecki, Krzysztof, Rachev, Svetlozar, Trueck, Stefan, Weron, Rafal   +4 more
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Bounds on contingent claims based on several assets

Journal of Financial Economics, 1997
Abstract In 1987, Lo derived an upper bound on the price of a European call option on a single asset. Lo's bound depends only on the mean and variance of the terminal asset price and is termed a semi-parametric bound. This paper derives similar semi-parametric bounds on a European call on the maximum of any number of assets. A distribution-free bound
P BOYLE, X LIN
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A bivariate model of claim frequencies and severities

Journal of Applied Statistics, 2006
Abstract Bivariate claim data come from a population that consists of insureds who may claim either one, both or none of the two types of benefits covered by a policy. In the present paper, we develop a statistical procedure to fit bivariate distributions of claims in presence of covariates. This allows for a more accurate study of insureds' choice and
Drgabriel Escarela, Jacques F. Carriére
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Bonus-Malus Systems with Hybrid Claim Severity Distributions

Vulnerability, Uncertainty, and Risk, 2014
One of the pricing strategies for Bonus-Malus (BM) systems relies on the decomposition of the claims’ randomness, namely, one part accounting for claims’ frequency and the other part for claims’ severity. For a Negative Binomial number of claims, we focused on the modelling of claim severities using a hybrid structure.
Weihong Ni, Bo Li, Corina Constantinescu, Athanasios A. Pantelous   +3 more
openaire   +1 more source