IDEAS home Printed from https://ideas.repec.org/a/wri/journl/v13y1990i2p39-55.html
   My bibliography  Save this article

Insurance Pricing Using Time Series Regression

Author

Listed:
  • Edward W. Frees
  • Raja P. Velu

Abstract

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.

Suggested Citation

  • Edward W. Frees & Raja P. Velu, 1990. "Insurance Pricing Using Time Series Regression," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 13(2), pages 39-55.
    • Handle: RePEc:wri:journl:v:13:y:1990:i:2:p:39-55
    as

    Download full text from publisher

    File URL: http://www.insuranceissues.org/PDFs/X.pdf
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wri:journl:v:13:y:1990:i:2:p:39-55. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: James Barrese (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.