6 citations · 16 across the 9 of their papers we have counts for
6 papers · 1 filter
A Portfolio-Anchored Frequency-Severity Risk Index for Trip and Driver Assessment Using Telematics Signals
Jongtaek Lee, Andrei Badescu, X. Sheldon Lin
In this paper, we propose a novel frequency-severity joint trip-level risk index that combines the frequency of abnormal driving patterns with a severity component reflecting how e…
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…
Marked Cox Models for IBNR Claims Count: Continuous and Discretized Approaches with Dirichlet-Driven Reporting Delays
Hassan Abdelrahman, Andrei Badescu, Radu Craiu +1
Accurate loss reserving is crucial in Property and Casualty (P&C) insurance for financial stability, regulatory compliance, and effective risk management. We propose a novel micro-…
Data Mining of Telematics Data: Unveiling the Hidden Patterns in Driving Behaviour
Ian Weng Chan, Spark C. Tseung, Andrei L. Badescu +1
With the advancement in technology, telematics data which capture vehicle movements information are becoming available to more insurers. As these data capture the actual driving be…
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…
A Marked Cox Model for IBNR Claims: Model and Theory
Andrei L. Badescu, X. Sheldon Lin, Dameng Tang
Incurred but not reported (IBNR) loss reserving is an important issue for Property & Casualty (P&C) insurers. The modeling of the claim arrival process, especially its temporal dep…