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UID:20250312T172618EDT-9333p00iuh@132.216.98.100
DTSTAMP:20250312T212618Z
DESCRIPTION:Himchan Jeong\, PhD\n\nAssistant Professor\n	Department of Stati
 stics & Actuarial Science | SFU\n	\n	WHEN: Wednesday\, March 12\, 2025\, fro
 m 3:30 to 4:30 p.m.\n	WHERE: Hybrid | 2001 9IÖÆ×÷³§Ãâ·Ñ College Avenue\, Room 114
 0\; Zoom\n	NOTE: Himchan Jeong will be presenting in-person\n\nAbstract\n\n
 This article proposes a framework for determining credibility premiums for
  multiple coverages in a compound risk model with Tweedie distribution. Th
 e framework builds upon previous results on credibility premium and provid
 es an explicit multivariate credibility premium formula that is applicable
  to the Tweedie family assuming that the unobserved heterogeneity for the 
 multiple coverage have the common correlation. The practical applicability
  of the proposed framework is evaluated through simulation and empirical a
 nalysis using the LGPIF dataset\, which includes claims and policy charact
 eristics data for various types of coverages observed over time. The findi
 ngs suggest that the proposed framework can be useful in ratemaking practi
 ce by incorporating a non-trivial dependence structure among the multiple 
 types of claims.\n\nSpeaker Bio\n\nHimchan holds a Ph.D. in Mathematics wi
 th a concentration in Actuarial Science from the University of Connecticut
 \, and a M.Sc. (Statistics)\, B.A. (Business Administration)\, and B.Sc. (
 Mathematical Science) from Seoul National University\, South Korea. Himcha
 n is also a Fellow of the Society of Actuaries (SOA). Professionally\, Him
 chan has authored over 20 peer-reviewed publications\, appearing in the we
 ll-known actuarial science and statistics journals such as Insurance: Insu
 rance: Mathematics and Economics and Journal of Royal Statistical Society:
  Series A'. His current research interest is predictive modeling for ratem
 aking and reserving of property and casualty insurance.\n
DTSTART:20250312T193000Z
DTEND:20250312T203000Z
SUMMARY:Tweedie Multivariate Semi-Parametric Credibility with the Exchangea
 ble Correlation
URL:/spgh/channels/event/tweedie-multivariate-semi-par
 ametric-credibility-exchangeable-correlation-363593
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