Insurance Pricing Using Time Series Regression

Loss experiences, and corresponding insurance rates, are processes which evolve over time. In lieu of ignoring these temporal trends, several simple yet effective techniques for rate forecasting are presented in this paper. The techniques are statistically based and, as such, actively use the data to guide the model development. Diagnostic checking proves to be a powerful device for selecting an effective forecasting model.

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Year of publication:	1990
Authors:	Frees, Edward W. ; Velu, Raja P.
Published in:	Journal of Insurance Issues. - Western Risk and Insurance Association. - Vol. 13.1990, 2, p. 39-55
Publisher:	Western Risk and Insurance Association

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010543216