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pro vyhledávání: '"Gee Y. Lee"'
Autor:
Kaiwen Wang, Jiehui Ding, Kristen R. Lidwell, Scott Manski, Gee Y. Lee, Emilio Xavier Esposito
Publikováno v:
Risks, Vol 7, Iss 2, p 43 (2019)
The presented research discusses general approaches to analyze and model healthcare data at the treatment level and at the store level. The paper consists of two parts: (1) a general analysis method for store-level product sales of an organization an
Externí odkaz:
https://doaj.org/article/8a9555613b58433fb96a6a05bc7e75f8
Autor:
Gee Y. Lee
Publikováno v:
North American Actuarial Journal. :1-19
Autor:
Peng Shi, Gee Y. Lee
Publikováno v:
Journal of the American Statistical Association. 117:1094-1109
Publikováno v:
European Actuarial Journal. 12:503-528
The Gamma model has been widely utilized in a variety of fields, including actuarial science, where it has important applications in insurance loss predictions. Meanwhile, high dimensional models and their applications have become more common in the
Publikováno v:
Scandinavian Actuarial Journal. 2022:29-48
In this paper, we obtain an optimal reinsurance contract explicitly in the form of excess-of-loss with a limit when the risk measure is Range-Value-at-Risk. Then we study optimal reinsurance with m...
Publikováno v:
Annals of Actuarial Science. 15:605-622
Initial insurance losses are often reported with a textual description of the claim. The claims manager must determine the adequate case reserve for each known claim. In this paper, we present a framework for predicting the amount of loss given a tex
Publikováno v:
ASTIN Bulletin. 50:1-24
In insurance analytics, textual descriptions of claims are often discarded, because traditional empirical analyses require numeric descriptor variables. This paper demonstrates how textual data can be easily used in insurance analytics. Using the con
Autor:
Peng Shi, Gee Y. Lee
Publikováno v:
Insurance: Mathematics and Economics. 87:115-129
In nonlife insurance, frequency and severity are two essential building blocks in the actuarial modeling of insurance claims. In this paper, we propose a dependent modeling framework to jointly examine the two components in a longitudinal context whe
Autor:
Gee Y. Lee
Publikováno v:
North American Actuarial Journal. 21:620-638
Insurance claims have deductibles, which must be considered when pricing for insurance premium. The deductible may cause censoring and truncation to the insurance claims. However, modeling the unobserved response variable using maximum likelihood in