Concepedia

Claim Probability Modeling

Claim Probability Modeling is a statistical methodology within actuarial science that quantifies the likelihood of policyholders filing term life insurance claims during specific time intervals based on risk factors, mortality trends, and cohort characteristics.

97

Publications

3.9K

Citations

180

Authors

101

Institutions

Publications per year

2017–2026

14

Variants

Claim Frequency Modeling

Parents

Publications

97

Hierarchical Insurance Claims Modeling

Edward W. Frees, Emiliano A. Valdez · Journal of the American Statistical Association · 2008 · 199 citations

, , +15

The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial

Gordon E. Willmot · Scandinavian Actuarial Journal · 1987 · 195 citations

, , +15

Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?

Martin Eling · Insurance Mathematics and Economics · 2012 · 167 citations

, , +15

The Probability of Eventual Ruin in the Compound Binomial Model

Elias S. W. Shiu · Astin Bulletin · 1989 · 128 citations · Full text

, , +9

Prediction of Outstanding Liabilities II. Model Variations and Extensions

Ragnar Norberg · Astin Bulletin · 1999 · 116 citations · Full text

, , +13

1–5 of 97

Authors

180

  1. MV
    Mario V. Wüthrich

    ETH Zurich, Switzerland

    4 publications · 95 citations

    4

    h-index

  2. GE
    Gordon E. Willmot

    University of Waterloo, Canada

    4 publications · 281 citations

    4

    h-index

  3. RV
    Raluca Vernic

    Ovidius University, Romania

    3 publications · 83 citations

    3

    h-index

  4. JG
    Junyi Guo

    Nankai University, China

    3 publications · 199 citations

    3

    h-index

  5. MD
    Michel Denuit

    UCLouvain, Belgium

    3 publications · 152 citations

    3

    h-index

1–5 of 180

Institutions

101

  1. Nankai University

    Tianjin, China

    5 h-index

    8 publications

    349 citations

  2. Université Libre de Bruxelles

    Brussels, Belgium

    4 h-index

    4 publications

    121 citations

  3. University of Copenhagen

    Copenhagen, Denmark

    4 h-index

    5 publications

    219 citations

  4. ETH Zurich

    Zurich, Switzerland

    4 h-index

    5 publications

    128 citations

  5. University of Waterloo

    Waterloo, Canada

    3 h-index

    5 publications

    289 citations

  6. UCLouvain

    Louvain-la-Neuve, Belgium

    3 h-index

    5 publications

    178 citations

  7. University of Hong Kong

    Pok Fu Lam, Hong Kong

    3 h-index

    6 publications

    271 citations

  8. Universitat de Barcelona

    Barcelona, Spain

    3 h-index

    7 publications

    382 citations

1–8 of 101

Venues

  1. Insurance Mathematics and Economics

    21 publications · 958 citations

    16

    h-index

  2. Scandinavian Actuarial Journal

    12 publications · 549 citations

    11

    h-index

  3. Astin Bulletin

    12 publications · 633 citations

    11

    h-index

  4. North American Actuarial Journal

    NAAJ · 6 publications · 192 citations

    6

    h-index

  5. Journal of Risk & Insurance

    3 publications · 194 citations

    3

    h-index

1–5