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This 13-pages document present the key-findings of a study from the Institute and Faculty of Actuaries collating…
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Etude des consequences des réformes réglementaires qui ont été appliquées au secteur de l’assurance automobile ces 15…
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By claims experience monitoring is meant the systematic comparison of the forecasts from a claims model with…
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In this paper insurance claims are priced using an indifference pricing principle. We first revisit the traditional…
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We present an unsupervised learning method for classifying consumer insurance claims according to their suspiciousness of fraud…
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In modeling insurance claims, when there are extreme observations in the data, the commonly used loss distributions…
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Longitudinal data (or panel data) consist of repeated observations of individual units that are observed over time.…
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We present an explicit formula for the Laplace transform of the distribution of the aggregate discounted claims…
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As is well known in actuarial practice, excess claims (outliers) have a disturbing effect on the ratemaking…
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This paper presents and compares different risk classification models for the annual number of claims reported to…
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This paper applies the exponential dispersion family with its associate conjugates to the claims reserving problem. This…
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This paper is concerned with the situation that occurs in claims reserving when there are negative values…
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Traditional claims-reserving techniques are based on so-called run-off triangles containing aggregate claim figures. Such a triangle provides…
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The aim of this paper is to construct Bayesian model comparison tests between discrete distributions used for…
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We consider the issue of modeling the latent or hidden exposure occurring through either incomplete data or…
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Contemporary business outsourcing has extended beyond manufacturing to include service sector industries, including insurance. There are developed…
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