Copertina

Market-based insurance ratemaking: application to pet insurance

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Goffard, Pierre-Olivier, Piette, Pierrick, Peters, Gareth W.
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Applications 62P05, 91G70, 62F15
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
di: Sarantsev, Andrey, et al.
Pubblicazione: (2025)

Ensemble distributional forecasting for insurance loss reserving
di: Avanzi, Benjamin, et al.
Pubblicazione: (2022)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
di: Tian, Xin
Pubblicazione: (2025)

Conformal prediction of future insurance claims in the regression problem
di: Hong, Liang
Pubblicazione: (2025)

A Model-Agnostic Bootstrap for Macro-Level Claims Reserving Under the Conditioning Principle
di: Van Oirbeek, Robin, et al.
Pubblicazione: (2026)

A new strategy for finite-sample valid prediction of future insurance claims in the regression setting
di: Hong, Liang
Pubblicazione: (2026)

Dynamic Financial Analysis (DFA) of General Insurers under Climate Change
di: Avanzi, Benjamin, et al.
Pubblicazione: (2025)

Modeling lower-truncated and right-censored insurance claims with an extension of the MBBEFD class
di: Gatti, Selim, et al.
Pubblicazione: (2023)

Ostrom-Weighted Bootstrap: A Theoretically Optimal and Provably Complete Framework for Hierarchical Imputation in Multi-Agent Systems
di: Wakimoto, Hirofumi
Pubblicazione: (2025)

Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions
di: Arab, Idir, et al.
Pubblicazione: (2024)

Same Returns, Different Risks: How Cryptocurrency Markets Process Infrastructure vs Regulatory Shocks
di: Farzulla, Murad
Pubblicazione: (2026)

Estimating Changepoints in Extremal Dependence, Applied to Aviation Stock Prices During COVID-19 Pandemic
di: Hazra, Arnab, et al.
Pubblicazione: (2023)

The Certainty Bound: Structural Limits on Scientific Reliability
di: Pollanen, Marco
Pubblicazione: (2026)

The Population Resemblance Statistic: A Chi-Square Measure of Fit for Banking
di: Potgieter, Nelis, et al.
Pubblicazione: (2023)

A semiparametric generalized exponential regression model with a principled distance-based prior
di: Dey, Arijit, et al.
Pubblicazione: (2023)

Elicitability and identifiability of tail risk measures
di: Fissler, Tobias, et al.
Pubblicazione: (2024)

Exact Bayesian Planning for Simple Step-Stress Accelerated Life Testing with Competing Risks
di: Prajapat, Kiran
Pubblicazione: (2026)

Design-Conditional Prior Elicitation for Dirichlet Process Mixtures: A Unified Framework for Cluster Counts and Weight Control
di: Lee, JoonHo
Pubblicazione: (2026)

Analyzing directional errors in spatial orientation using nonparametric circular regression with mixed covariates
di: Francisco-Fernández, Mario, et al.
Pubblicazione: (2026)

The VIX as Stochastic Volatility for Corporate Bonds
di: Park, Jihyun, et al.
Pubblicazione: (2024)

A Unified Model of Text and Citations for Topic-Specific Citation Networks
di: Kim, ByungKoo, et al.
Pubblicazione: (2025)

Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing
di: Deep, Akash, et al.
Pubblicazione: (2025)

Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
di: Muhammad, Tashreef
Pubblicazione: (2026)

Log Heston Model for Monthly Average VIX
di: Park, Jihyun, et al.
Pubblicazione: (2024)

Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
di: Flores-Silva, Daniela I., et al.
Pubblicazione: (2025)

Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
di: Han, Xiyue, et al.
Pubblicazione: (2023)

New financial ratios based on the compositional data methodology
di: Linares-Mustarós, Salvador, et al.
Pubblicazione: (2022)

Convolutional Attention in Betting Exchange Markets
di: Gonçalves, Rui, et al.
Pubblicazione: (2025)

A Decision Analysis Framework for High-fidelity and Low-fidelity Systems with Applications in Manufacturing Processes
di: Zhang, Fan, et al.
Pubblicazione: (2026)

Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
di: Sikaria, Shubhangi, et al.
Pubblicazione: (2019)

Some are observed, all leave traces: whole-population modeling of French elite civil servants' career paths
di: Voldoire, Théo, et al.
Pubblicazione: (2023)

Conservative Software Reliability Assessments Using Collections of Bayesian Inference Problems
di: Salako, Kizito, et al.
Pubblicazione: (2025)

Comparative Analysis of Spatiotemporal Volatility Models: An Empirical Study on Financial Network Series
di: Chrisko, Ariane N. Meli, et al.
Pubblicazione: (2026)

Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing
di: Aditri
Pubblicazione: (2026)

Robust variance estimators in application to segmentation of measurement data distorted by impulsive and non-Gaussian noise
di: Witulska, Justyna, et al.
Pubblicazione: (2025)

Hamiltonian Monte Carlo methods for spectroscopy data analysis
di: McBride, Daniel, et al.
Pubblicazione: (2024)

Beyond Correlation: Positive Definite Dependence Measures for Robust Inference, Flexible Scenarios, and Causal Modeling for Financial Portfolios
di: Opdyke, JD
Pubblicazione: (2025)

Mortality Prediction using Survival Energy Models with Functional Data Analysis
di: Mitsuta, Daiki, et al.
Pubblicazione: (2024)

On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models
di: Han, Xiyue, et al.
Pubblicazione: (2025)

Bayesian Inference for Incomplete 2x2 Diagnostic Tables
di: Antonijevic, Sara, et al.
Pubblicazione: (2026)