3 papers
stat.ME2025
A Population Sampling Framework for Claim Reserving in General Insurance
Sebastian Calcetero Vanegas, Andrei L. Badescu, X. Sheldon Lin
Claim reserving in insurance has been studied through two primary frameworks: the macro-level approach, which estimates reserves at an aggregate level (e.g., Chain-Ladder), and the…
stat.AP2024
Assessing Driving Risk Through Unsupervised Detection of Anomalies in Telematics Time Series Data
Ian Weng Chan, Andrei L. Badescu, X. Sheldon Lin
Vehicle telematics provides granular data for dynamic driving risk assessment, but current methods often rely on aggregated metrics (e.g., harsh braking counts) and do not fully ex…
stat.AP2022
A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model
Spark C. Tseung, Ian Weng Chan, Tsz Chai Fung +2
A well-designed framework for risk classification and ratemaking in automobile insurance is key to insurers' profitability and risk management, while also ensuring that policyholde…