Results 71 to 80 of about 1,049 (171)

A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model [PDF]

open access: yes, 2022
A well-designed framework for risk classification and ratemaking in automobile insurance is key to insurers' profitability and risk management, while also ensuring that policyholders are charged a fair premium according to their risk profile.
Fung, Tsz Chai   +4 more
core  

An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking [PDF]

open access: yes, 2020
This paper deals with the use of parametric quantile regression for the calculation of a loaded premium, based on a quantile measure, corresponding to individual insurance risk. Heras et al.
Biancalana D.   +3 more
core   +1 more source

Mixed Size-Biased Log-Normal Distribution with Truncated Normal Prior and Its Application in Insurance Ratemaking

open access: yesRisks
In the insurance literature, accurately predicting extreme losses has been a persistent and important problem. Recently, under the modelling framework of weighted distributions, several finite-mixture size-biased distributions, including size-biased ...
Taehan Bae, Jieun Kim, Jae Youn Ahn
doaj   +1 more source

Mixture of bivariate Poisson regression models with an application to insurance [PDF]

open access: yes
In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this
Lluís Bermúdez, Dimitris Karlis
core  

The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking

open access: yes, 2021
This paper is concerned with introducing a family of multivariate mixed Negative Binomial regression models in the context of a posteriori ratemaking. The multivariate mixed Negative Binomial regression model can be considered as a candidate model for ...
Pignatelli di Cerchiara, Alice
core   +1 more source

Evaluating Transition Rules for Enhancing Fairness in Bonus–Malus Systems: An Application to the Saudi Arabian Auto Insurance Market

open access: yesRisks
A Bonus–Malus System (BMS) is a ratemaking mechanism used in insurance to adjust premiums based on a policyholder’s claim history, with the goal of segmenting risk profiles more accurately.
Asrar Alyafie   +2 more
doaj   +1 more source

New techniques in railroad ratemaking.

open access: yes, 1968
Recent events suggest that the marketing of railroad services, if some thing less than aggressive, is not wholly devoid of ideas to meet new competitive situations. Several significant departures from traditional ratemaking practices have been proposed, and, having been to a degree accepted by a more enlightened Commission, have stemmed diversion and ...
McCallum, George   +2 more
openaire   +2 more sources

Risk modeling concepts relating to the design and rating of agricultural insurance contracts [PDF]

open access: yes
The authors identify the key issues and concerns that arise in the design and rating of crop yield insurance plans, with a particular emphasis on production risk modeling.
Goodwin, Barry K., Mahul, Olivier
core  

Treatment of executive bonuses in utility ratemaking

open access: yes, 2008
Title from Web page (viewed Mar. 14, 2008).; "March 6, 2008."; Discusses the Dept. of Public Utility Control's (DPUC) treatment of executive bonuses in its ratemaking procedures.; Harvested from the web on 3/14 ...
McCarthy, Kevin E. (Kevin Edward), 1954-
core  

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