2 papers
stat.ME2026
State-Space Representation of INGARCH Models and Their Application in Insurance
Jae Youn Ahn, Hong Beng Lim, Mario V. Wüthrich
Integer-valued generalized autoregressive conditional heteroskedastic (INGARCH) models are a popular framework for modeling serial dependence in count time-series. While convenient…
q-fin.PR2026
Fair Pricing in Long-Term Insurance: A Unified Framework
Hong Beng Lim, Mengyi Xu, Kenneth Q. Zhou
Extant literature on fair pricing methods for actuarial contexts has primarily focused on the regression setting. While such approaches are well-suited to short-term products, it i…