Underwriting Apophenia and Cryptids: Are Cycles Statistical Figments of our Imagination? [PDF]
This paper re-examines the evidence in favour of the existence of underwriting cycles in property and casualty insurance and their economical significance.
A Derien +49 more
core +1 more source
Background: There is a lack of specific study of the impact of physical activities on middle-aged and elderly adults in developing countries. We aimed to investigate the causal impact of different levels of physical activity on self-rated health status ...
Jing GUAN, Guojun WANG, Chunli GENG
doaj +1 more source
Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting
Modelling claim frequency and claim severity are topics of great interest in property-casualty insurance for supporting underwriting, ratemaking, and reserving actuarial decisions. Standard Generalized Linear Models (GLM) frequency–severity models assume
Carina Clemente +2 more
doaj +1 more source
Loss Reserve Error in the Brazilian Insurance Market: empirical evidence of the response to economic and tax regulations [PDF]
Purpose – This study aims to investigate whether insurance companies operating in the property and casualty lines manage their loss reserves in order to avoid further regulatory scrutiny and/or to reduce income tax values. Design/methodology/approach
Rodrigo da Silva Santos Curvello +2 more
doaj +1 more source
Underwriting Cycles in Property-Casualty Insurance: The Impact of Catastrophic Events
This paper challenges the question of existence and predictability of underwriting cycles in the U.S. property and casualty insurance industry. Using an approach in the frequency domain, we demonstrate the existence of a hidden periodic component in ...
Annette Hofmann, Cristina Sattarhoff
doaj +1 more source
Understanding Reporting Delay in General Insurance
The aim of this paper is to understand and to model claims arrival and reporting delay in general insurance. We calibrate two real individual claims data sets to the statistical model of Jewell and Norberg.
Richard J. Verrall, Mario V. Wüthrich
doaj +1 more source
Advancing Systemic Risk Assessment for Complex, Interdependent Systems: A Research Agenda. [PDF]
ABSTRACT Engineering risk assessment has traditionally focused on direct impacts to individual assets or systems. However, as society's most notable risks increasingly stem from complex, interdependent systems, conventional methods fail to capture the cascading consequences and deepening uncertainty. Addressing this gap requires developing or extending
Logan T +9 more
europepmc +2 more sources
A standards-based ontology and support for Big Data Analytics in the insurance industry
Standardization efforts have led to the emergence of conceptual models in the insurance industry. Simultaneously, the proliferation of digital information poses new challenges for the efficient management and analysis of available data.
Dimitrios A. Koutsomitropoulos +1 more
doaj +1 more source
An Examination of Property & Casualty Insurer Solvency in Canada [PDF]
Received approval from publisher re repository upload.
Anne E. Kleffner, Ryan B. Lee
openaire +2 more sources
Application of a Vine Copula for Multi-Line Insurance Reserving
This article introduces a novel use of the vine copula which captures dependence among multi-line claim triangles, especially when an insurance portfolio consists of more than two lines of business. First, we suggest a way to choose an optimal joint loss
Himchan Jeong, Dipak Dey
doaj +1 more source

