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Showing 1 to 1 of 1 for “"Claim frequency and severity modeling"”.
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A Class of Mixture of Experts Models for General Insurance Ratemaking and Reserving
Understanding the effect of policyholders' risk profile on the number and the amount of claims, as well as the dependence among different types of claims, are critical to insurance ratemaking and IBNR-type reserving. To accurately quantify such features, it is essential to develop a regression …