Bibliographic record
Abstract
Aggregate loss models are used by insurers to make operational decisions, set insurance premiums, optimize reinsurance and manage risk. The aggregate loss is the summation of all random losses that occurred in a period, and it is a function of both the loss severity and the loss frequency. The need for a flexible model in fitting severity has been well studied in the literature. We extend this work by introducing the Poisson-Tweedie distribution family for the frequency distribution. The Poisson-Tweedie distribution family contains many of the commonly used distributions for modelling loss frequency, thus making loss frequency fitting more flexible and reducing the chance of model misspecification. Using simulation, we show that the sensitivity of percentile based risk measures to different specifications of the frequency distribution. We then apply our proposed model to the Transportation Security Administration (TSA) claims data to demonstrate modelling capacity of the Poisson-Tweedie distribution.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.006 | 0.016 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.002 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.003 | 0.004 |
| Open science | 0.004 | 0.001 |
| Research integrity | 0.003 | 0.003 |
| Insufficient payload (model declined to judge) | 0.006 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".