We present an unsupervised learning method for classifying consumer insurance claims according to their suspiciousness of fraud versus nonfraud. The…

In modeling insurance claims, when there are extreme observations in the data, the commonly used loss distributions often are able…

Longitudinal data (or panel data) consist of repeated observations of individual units that are observed over time. Each individual insured…

We present an explicit formula for the Laplace transform of the distribution of the aggregate discounted claims when interclaim times…

As is well known in actuarial practice, excess claims (outliers) have a disturbing effect on the ratemaking process. To obtain…

This paper presents and compares different risk classification models for the annual number of claims reported to the insurer. Generalized…

This paper applies the exponential dispersion family with its associate conjugates to the claims reserving problem. This leads to a…

This paper is concerned with the situation that occurs in claims reserving when there are negative values in the development…

Traditional claims-reserving techniques are based on so-called run-off triangles containing aggregate claim figures. Such a triangle provides a summary of…

The aim of this paper is to construct Bayesian model comparison tests between discrete distributions used for claim count modeling…

We consider the issue of modeling the latent or hidden exposure occurring through either incomplete data or an unobserved underlying…