1 citations · 1 across the 1 of their papers we have counts for
2 papers
stat.ME2022★ 1 cited
Effective experience rating for large insurance portfolios via surrogate modeling
Sebastian Calcetero-Vanegas, Andrei L. Badescu, X. Sheldon Lin
Experience rating in insurance uses a Bayesian credibility model to upgrade the current premiums of a contract by taking into account policyholders' attributes and their claim hist…
stat.AP2015
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…