North American Actuarial Journal最新文献_第3页

A Unified Framework for Insurance Demand and Mortality Immunization 保险需求和死亡率免疫的统一框架

IF 1.4

North American Actuarial Journal Pub Date : 2023-07-26 DOI: 10.1080/10920277.2023.2218465

Hua Chen, Jin Gao, Wei Zhu

引用次数: 0

An Asymptotic Result on Catastrophe Insurance Losses 巨灾保险损失的一个渐近结果

IF 1.4

North American Actuarial Journal Pub Date : 2023-07-26 DOI: 10.1080/10920277.2023.2216764

Yiqing Chen, Jiajun Liu

引用次数: 0

Bowley Insurance with Expected Utility Maximization of the Policyholders 投保人期望效用最大化的鲍利保险

IF 1.4

North American Actuarial Journal Pub Date : 2023-07-19 DOI: 10.1080/10920277.2023.2213295

Tim J. Boonen, Wenjun Jiang

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引用次数: 0

GAMLSS for Longitudinal Multivariate Claim Count Models 纵向多变量索赔计数模型的GAMLSS

IF 1.4

North American Actuarial Journal Pub Date : 2023-06-15 DOI: 10.1080/10920277.2023.2202707

R. Turcotte, J. Boucher

引用次数: 2

Pricing of Joint Life Long-Term Care Insurance Based on a Multistate Markov Model 基于多状态马尔可夫模型的联合终身长期护理保险定价

IF 1.4

North American Actuarial Journal Pub Date : 2023-06-15 DOI: 10.1080/10920277.2023.2208192

Qin Shang, Xueyang Wang, Xuezhi Qin, Xiaohui Zhao

引用次数: 0

Predictability and Financial Sufficiency of Health Insurance in Colombia: An Actuarial Analysis With a Bayesian Approach 哥伦比亚医疗保险的可预测性和财务充分性：基于贝叶斯方法的精算分析

IF 1.4

North American Actuarial Journal Pub Date : 2023-06-09 DOI: 10.1080/10920277.2023.2197475

Oscar Espinosa, Valeria Bejarano, Jeferson Ramos

引用次数: 0

Antidiscrimination Insurance Pricing: Regulations, Fairness Criteria, and Models 反歧视保险定价:法规、公平标准和模型

North American Actuarial Journal Pub Date : 2023-06-08 DOI: 10.1080/10920277.2023.2190528

Xi Xin, Fei Huang

{"title":"Antidiscrimination Insurance Pricing: Regulations, Fairness Criteria, and Models","authors":"Xi Xin, Fei Huang","doi":"10.1080/10920277.2023.2190528","DOIUrl":"https://doi.org/10.1080/10920277.2023.2190528","url":null,"abstract":"On the issue of insurance discrimination, a grey area in regulation has resulted from the growing use of big data analytics by insurance companies: direct discrimination is prohibited, but indirect discrimination using proxies or more complex and opaque algorithms is not clearly specified or assessed. This phenomenon has recently attracted the attention of insurance regulators all over the world. Meanwhile, various fairness criteria have been proposed and flourished in the machine learning literature with the rapid growth of artificial intelligence (AI) in the past decade and have mostly focused on classification decisions. In this article, we introduce some fairness criteria that are potentially applicable to insurance pricing as a regression problem to the actuarial field, match them with different levels of potential and existing antidiscrimination regulations, and implement them into a series of existing and newly proposed antidiscrimination insurance pricing models, using both generalized linear models (GLMs) and Extreme Gradient Boosting (XGBoost). Our empirical analysis compares the outcome of different models via the fairness–accuracy trade-off and shows their impact on adverse selection and solidarity.","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135215217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs 具有比例交易成本的模型不确定性下稳健股利、融资与再保险策略

North American Actuarial Journal Pub Date : 2023-06-06 DOI: 10.1080/10920277.2023.2186430

Guohui Guan, Lin He, Zongxia Liang, Yang Liu, Litian Zhang

引用次数: 1

A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products 农业保险产品的动态随机综合气候-经济时空模型

IF 1.4

North American Actuarial Journal Pub Date : 2023-06-06 DOI: 10.1080/10920277.2023.2176323

Suikai Gao, Guillaume Bagnarosa, Gareth W. Peters, M. Ames, Tomoko Matsui

引用次数: 0

Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations 基于模型平均法的一致死亡率预测：来自全球人口的证据

IF 1.4