38 citations · 104 across the 32 of their papers we have counts for
Showing 2023 · stat.MEShow all
3 papers · 2 filters
stat.ME2023★ 4 cited
Modeling lower-truncated and right-censored insurance claims with an extension of the MBBEFD class
Selim Gatti, Mario V. Wüthrich
In general insurance, claims are often lower-truncated and right-censored because insurance contracts may involve deductibles and maximal covers. Most classical statistical models…
stat.ME2023★ 1 cited
A Classification of Observation-Driven State-Space Count Models for Panel Data
Jae Youn Ahn, Himchan Jeong, Yang Lu +1
State-space models are widely used in many applications. In the domain of count data, one such example is the model proposed by Harvey and Fernandes (1989). Unlike many of its para…
stat.ME2023
Isotonic Recalibration under a Low Signal-to-Noise Ratio
Mario V. Wüthrich, Johanna Ziegel
Insurance pricing systems should fulfill the auto-calibration property to ensure that there is no systematic cross-financing between different price cohorts. Often, regression mode…