Recent challenges in actuarial science

P Embrechts, MV Wüthrich - Annual Review of Statistics and Its …, 2022 - annualreviews.org
For centuries, mathematicians and, later, statisticians, have found natural research and
employment opportunities in the realm of insurance. By definition, insurance offers financial …

[图书][B] Statistical foundations of actuarial learning and its applications

MV Wüthrich, M Merz - 2023 - library.oapen.org
This open access book discusses the statistical modeling of insurance problems, a process
which comprises data collection, data analysis and statistical model building to forecast …

Boosting Poisson regression models with telematics car driving data

G Gao, H Wang, MV Wüthrich - Machine Learning, 2022 - Springer
With the emergence of telematics car driving data, insurance companies have started to
boost classical actuarial regression models for claim frequency prediction with telematics car …

Non-life insurance: mathematics & statistics

MV Wuthrich - Available at SSRN 2319328, 2024 - papers.ssrn.com
The present manuscript provides a basis in non-life insurance mathematics and statistics
which form a core subject of actuarial science. It discusses collective risk modeling …

Bonus-malus scale models: Creating artificial past claims history

JP Boucher - Annals of Actuarial Science, 2023 - cambridge.org
In recent papers, Bonus-Malus Scales (BMS) estimated using data have been considered as
an alternative to longitudinal data and hierarchical data approaches to model the …

Multiple Bonus–Malus Scale Models for Insureds of Different Sizes

JP Boucher - Risks, 2022 - mdpi.com
How to consider the a priori risks in experience-rating models has been questioned in the
actuarial community for a long time. Classic past-claim-rating models, such as the Buhlmann …

Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums

AK Dizaji, AT Payandeh Najafabadi - North American Actuarial …, 2023 - Taylor & Francis
Economic shocks, high inflation, longevity, and new emerging technologies make the long-
term health care insurance challenging for insurers. To overcome this problem, an indexing …

Generalized linear models

MV Wüthrich, M Merz - Statistical Foundations of Actuarial Learning and its …, 2022 - Springer
This chapter discusses state-of-the-art statistical modeling in insurance and actuarial
science, which is the generalized linear model (GLM). We discuss GLMs in the light of claim …

Optimization of Bonus-Malus Systems

M Gyetvai - 2022 - phd.lib.uni-corvinus.hu
A Bónusz-málusz (BM) rendszer (BMR) egy kockázatkezelési módszer, amelyet leginkább
felelősségbiztosításoknál alkalmaznak. A legismertebb alkalmazása a Kötelező gépjármű …

Experience Rating in Insurance Pricing

MV Wuthrich - Available at SSRN 4726206, 2024 - papers.ssrn.com
These notes are part of the syllabus of statistical modeling in non-life insurance. Subsequent
to the introductory classes on'Non-Life Insurance: Mathematics & Statistics' and'Data …