2 papers
stat.AP2025
Mortality Forecasting under Climate Risk: A Stochastic Approach with Distributed Lag Non-Linear Models
Jiacheng Min, Han Li, Thomas Nagler +1
Assessing climate-driven mortality risk has become an emerging area of research in recent decades. In this paper, we propose a novel approach to explicitly incorporate climate-driv…
q-fin.RM2024
Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities
Dhiti Osatakul, Shuanming Li, Xueyuan Wu
Our paper explores a discrete-time risk model with time-varying premiums, investigating two types of correlated claims: main claims and by-claims. Settlement of the by-claims can b…