arXiv
Open Access
2026
A new strategy for finite-sample valid prediction of future insurance claims in the regression setting
Liang Hong
Abstrak
The extant insurance literature demonstrates a paucity of finite-sample valid prediction intervals of future insurance claims in the regression setting. To address this challenge, this article proposes a new strategy that converts a predictive method in the unsupervised iid (independent identically distributed) setting to a predictive method in the regression setting. In particular, it enables an actuary to obtain infinitely many finite-sample valid prediction intervals in the regression setting.
Penulis (1)
L
Liang Hong
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2026
- Bahasa
- en
- Sumber Database
- arXiv
- Akses
- Open Access ✓