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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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48 results for medical insurance

Study compares non-parametric models for predicting medical insurance reimbursement delays.

problem Estimating the time-lapse between medical insurance reimbursement.
method Comparative study of four non-parametric regression models (KNNs, SVMs, Decision Trees, Random Forests) using R-squared metric.
result Each model's performance varies with training data size, feature space, and hyperparameters.

Study clusters Kenyan medical insurance companies based on financial performance and reporting consistency.

problem Identifying financial health and reporting consistency in Kenyan medical insurance companies.
method Advanced clustering techniques (KMeans, DTW) on financial ratios and time series data.
result Four distinct clusters identified, each representing different financial performance and reporting consistency combinations.

Algorithmic insurance tackles financial risks from AI errors, proving CVaR-optimal thresholds reduce tail risk.

problem High-stakes AI errors lead to heterogeneous losses, challenging traditional insurance assumptions.
method Analyzed binary classification performance to tail risk exposure, using CVaR to quantify extreme losses.
result CVaR-optimal thresholds reduce tail risk up to 13-fold compared to accuracy maximization.

Machine learning models outperform traditional actuarial methods in predicting health insurance costs.

problem Improving accuracy in health insurance pricing to identify concession opportunities.
method Developed and evaluated two machine learning models at the patient and employer-group levels.
result Machine learning models outperformed traditional actuarial models by 20% in predicting costs.

Graphical models improve actuarial judgment in insurance claims analysis.

problem Improving actuarial judgment in insurance claims analysis.
method Using graphical models to represent complex inter-dependencies and incorporate qualitative knowledge.
result Graphical models can be used to express and analyze non-life insurance claims data.

Develop gradient boosting for estimating covariate-dependent GP distributions in insurance.

problem Estimating covariate-dependent Generalized Pareto distributions in insurance.
method Developing a statistical learning theory for gradient boosting.
result Deriving non-asymptotic error bounds for the boosting estimator.

This note fills the gap in market-consistent valuation of lifelong health insurance products.

problem Market-consistent valuation of lifelong health insurance products is not well-addressed.
method Constructs a valuation portfolio to separate Best Estimate into policy data and financial instrument prices.
result The Best Estimate valuation is not uniquely determined by prevailing term structures and requires a stochastic model.

Deep neural network predicts health costs better than traditional models.

problem Accurate prediction of healthcare costs for optimal cost management.
method Developed a deep neural network to predict future health care costs from health insurance claims records.
result Deep neural network outperformed ridge regression and Morbi-RSA models in cost prediction.

Study decomposes racial healthcare disparities via shifts in mediator distributions.

problem Racial disparities in healthcare expenditures and their underlying drivers.
method Framework decomposing disparities into mediator distribution shifts and residual components, using MEPS data.
result Substantial disparities persist even when mediators are equalized, suggesting unmeasured or structural factors.

Study insurance pricing under correlation ambiguity without increasing prices or reducing utility.

problem Understanding the dependence structure between insurance and financial risks.
method Dynamic equilibrium analysis of insurance pricing with worst-case beliefs.
result Correlation ambiguity does not necessarily increase insurance prices or reduce insurers' utility.

Paper proves Pareto efficient insurance for multiple entities.

problem Optimizing insurance for multiple policyholders and insurers.
method Sum-minimization characterization and pairwise implementability analysis.
result Characterization of Pareto efficient insurance arrangements.

Study on systemic risk in European insurance sector, showing insurer connections during stress.

problem Understanding systemic risk connectedness in European insurance sector.
method Common connectedness framework applied to returns, volatility, value-at-risk, and expected shortfall.
result Insurers are a significant component of systemic risk connectedness, especially during stress episodes.

The paper examines how risk reduction and insurance choices interact under convex premium principles.

problem Interaction between self-protection and insurance demand under convex premium principles.
method Investigates optimal prevention efforts and insurance shares using distortion risk measures.
result Self-protection and insurance are complementary, but ex ante moral hazard can turn this into a substitution effect.

Parametric insurance offers better risk-sharing in high-risk settings than traditional indemnity insurance.

problem High-risk environments where traditional indemnity insurance is unaffordable or ineffective.
method Comparison of excess-of-loss indemnity insurance and parametric insurance within a mean-variance framework, considering fixed costs and binding budget constraints.
result Parametric insurance yields higher welfare for risk-averse individuals, especially when indemnity insurance is impractical.

Paper models demand and solvency for index insurance, combining traditional and measurable index-based coverage.

problem Reducing protection gaps for emerging risks.
method Develops a model for demand and solvency conditions, combining traditional and index-based insurance.
result Deduces a product that benefits from both traditional and index-based insurance approaches.

Reinsurance can help life insurers maintain higher capital guarantees without losing utility.

problem Decreasing capital guarantees in life insurance products.
method Dynamic investment-reinsurance optimization problem with simultaneous Value-at-Risk and no-short-selling constraints. Introduced guarantee-equivalent utility gain for comparison.
result Optimally managed reinsurance allows insurers to offer higher capital guarantees without reducing expected utility.

The study examines how formal index insurance compares to informal risk sharing in managing natural disasters.

problem The challenges of natural disasters and the effectiveness of index insurance in risk management.
method A three-strategy evolutionary game model to analyze the competitive relationship between formal index insurance, informal risk sharing, and non-insurance.
result Basis risk and loss ratio significantly impact the adoption rate of index insurance, with different strategies preferred under varying conditions.

This paper explores how insurance contracts can be traded in financial markets.

problem The exclusion of arbitrage in insurance contracts due to their non-tradability.
method Defining strategies on insurance portfolios and combining them with financial trading strategies.
result The existence of an insurance-finance-consistent probability, leading to the expected discounted cash-flows.

Paper analyzes strategic underreporting in competitive insurance markets.

problem Strategic underreporting by insureds in competitive insurance markets.
method Develops a dynamic insurance market model with two competing companies and a continuum of insureds, examines the interaction between strategic underreporting and competitive pricing under a Bonus-Malus System framework.
result Establishes the existence and uniqueness of the insureds' optimal reporting barrier and its dependence on BMS premiums; proves the existence of Nash equilibrium premium strategies.

Study of insurer games with model uncertainty in reinsurance and investment strategies.

problem Model uncertainty and competitive insurers' performance under worst-case scenarios.
method Formulated robust mean-field game for non-linear system, derived closed-form solutions.
result Relative concerns lead to new hedging terms in investment and reinsurance strategies.

New model for insurance states using Markov jump processes with non-countable state space.

problem Modeling insurance states with non-countable state spaces.
method Developed a new Thiele's differential equation for continuous time rehabilitation rates.
result Allows for consistent calculation of reserves in disability insurance.

The paper models insurance market dynamics under uncertainty and financial frictions.

problem Modeling insurer behavior under uncertainty and financial frictions.
method Dynamic equilibrium model of insurance market with competitive insurers maximizing shareholder value.
result Investment can lead to lower insurance prices and negative loadings under certain conditions.

Study of insurance market equilibria with risk-averse policyholders.

problem Analyzing optimal insurance contracts in a monopoly market with risk-averse policyholders.
method Modeling Stackelberg equilibria with a profit-maximizing insurer and a risk-averse policyholder.
result Equilibrium contracts exhibit a layer-type structure, providing full insurance over pessimistic loss layers and no coverage over optimistic ones.

Develops a Bonus-Malus model for cyber risk insurance to incentivize cybersecurity.

problem Lack of effective insurance strategies to incentivize cybersecurity.
method Proposes a Bonus-Malus model and a mathematical model with a numerical algorithm.
result Demonstrates how a Bonus-Malus system resolves moral hazard and benefits the insurer.

Optimal insurance strategy for maximizing RDEU under various premium principles.

problem Maximizing a risk-averse individual's RDEU with insurance priced by a distortion-deviation principle.
method Proved necessary and sufficient conditions for the optimal solution, considered ambiguity orders, and analyzed specific examples.
result Conditions for no insurance or deductible insurance to be optimal.

Study classifies liability insurance policies using machine learning.

problem Classifying liability insurance policies with or without claims.
method Used machine learning models like nearest neighbour and logistic regression on Actuarial Challenge dataset.
result Models accurately classified policies into claims and non-claims groups.

Study optimal investment-reinsurance strategies in equity-linked insurance products using Stackelberg game theory.

problem Optimizing investment and reinsurance strategies in equity-linked insurance products with capital guarantees.
method Modelled as a Stackelberg game where reinsurer acts as leader and insurer as follower, with general utility functions and power utility functions analyzed.
result Derive Stackelberg equilibrium for general utility functions and calculate it explicitly for power utility functions, finding reinsurer optimizes premium to incentivize maximal reinsurance purchase.

Study finds environmental liability insurance reduces industrial carbon emissions.

problem Reduction of industrial carbon emissions.
method Two-way fixed effect model using provincial (city) level panel data from 2010 to 2020.
result Environmental liability insurance reduces industrial carbon emissions at both direct and indirect levels, with varying effects.

Study finds farmers are willing to pay higher premiums for higher coverage in agricultural insurance.

problem Determining the demand factors and WTP for agricultural insurance.
method Conducted a survey of 200 farmers to analyze the impact of socio-demographic variables and premium on insurance purchase decisions.
result Farmers are willing to pay higher premiums for higher coverage in agricultural insurance.

We present an analytical study of an insurance company. We model the company's performance on a statistical basis and evaluate the predicted annual income of the company in terms of insurance parameters namely the premium, total number of the insured, average loss claims etc. We restrict ourselves to a single insurance…

2002-11-24abs ↗pdf ↗

In this paper we propose a general framework for modeling an insurance liability cash flow in continuous time, by generalizing the reduced-form framework for credit risk and life insurance. In particular, we assume a nontrivial dependence structure between the reference filtration and the insurance internal filtration.…

2018-02-21abs ↗pdf ↗