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Modeling insurance claims using Bayesian nonparametric regression. [PDF]
PLoS ONEPredicting future insurance claims using observed covariates is essential for actuaries in setting appropriate insurance premiums. For this purpose, actuaries commonly employ parametric regression models, which assume the same functional form tying the ...
Mostafa Shams, Kaushik Ghosh
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Nonparametric Regression with Common Shocks [PDF]
Econometrics, 2016 This paper considers a nonparametric regression model for cross-sectional data in the presence of common shocks. Common shocks are allowed to be very general in nature; they do not need to be finite dimensional with a known (small) number of factors.
Eduardo A. Souza-Rodrigues
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Monotone Nonparametric Regression
Annals of Statistics, 1988 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly +3 more sources
Multiatlas segmentation as nonparametric regression. [PDF]
IEEE Trans Med Imaging, 2014 This paper proposes a novel theoretical framework to model and analyze the statistical characteristics of a wide range of segmentation methods that incorporate a database of label maps or atlases; such methods are termed as label fusion or multiatlas segmentation.
Awate SP, Whitaker RT.
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Nonparametric regression estimation using multivariable truncated splines for binary response data [PDF]
MethodsXIn recent years, Truncated Spline estimators in nonparametric regression for quantitative data have gained significant attention. However, in practical applications, it is common to encounter situations where the response variable is qualitative (binary).
Afiqah Saffa Suriaslan +2 more
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The asymptotic normality of internal estimator for nonparametric regression [PDF]
Journal of Inequalities and Applications, 2018 In this paper, we aim to study the asymptotic properties of internal estimator of nonparametric regression with independent and dependent data. Under some weak conditions, we present some results on asymptotic normality of the estimator.
Penghua Li, Xiaoqin Li, Liping Chen
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Prediction of Loss Ratio Using Nonparametric Regression [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجارية, 2021 The aim of this paper is to use the nonparametric regression to predict the loss ratio of non-life insurance as a dependent variable, based on incurred claims and earned premiums as two explanatory variables.
محمود السيد +1 more
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Non-Parametric Regression and Riesz Estimators
Axioms, 2023 In this paper, we consider a non-parametric regression model relying on Riesz estimators. This linear regression model is similar to the usual linear regression model since they both rely on projection operators.
Christos Kountzakis +1 more
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Index Option Pricing via Nonparametric Regression
Econometric Research in Finance, 2022 Investors typically use the Black-Scholes (B-S) parametric model to value financial options. However, there is extensive empirical evidence that the B-S model, assuming constant volatility of stock returns, is far from adequate to price options.
Ka Po Kung
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Nonparametric regression with nonparametrically generated covariates [PDF]
The Annals of Statistics, 2012 Published in at http://dx.doi.org/10.1214/12-AOS995 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Mammen, Enno +2 more
openaire +8 more sources