3 papers
stat.AP2023
Dynamic online prediction model and its application to automobile claim frequency data
Jiakun Jiang, Zhengxiao Li, Liang Yang
Prediction modelling of claim frequency is an important task for pricing and risk management in non-life insurance and needed to be updated frequently with the changes in the insur…
stat.ME2021
A new class of copula regression models for modelling multivariate heavy-tailed data
Zhengxiao Li, Jan Beirlant, Liang Yang
A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamm…
stat.AP2020
Risk Loadings in Classification Ratemaking
Liang Yang, Zhengxiao Li, Shengwang Meng
The risk premium of a policy is the sum of the pure premium and the risk loading. In the classification ratemaking process, generalized linear models are usually used to calculate…