Robust estimates of insurance misrepresentation through kernel quantile regression mixtures

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<title>Robust estimates of insurance misrepresentation through kernel quantile regression mixtures</title>
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<namePart>Song, Qifan</namePart>
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<namePart>Su, Jianxi</namePart>
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<abstract displayLabel="Summary">This paper pertains to a class of nonparametric methods for studying the misrepresentation issue in insurance applications. For this purpose, mixture models based on quantile regression in reproducing kernel Hilbert spaces are employed. Compared with the existing parametric approaches, the proposed framework features a more flexible statistics structure which could alleviate the risk of model misspecification, and is in the meantime more robust to outliers in the data. The proposed framework can not only estimate the prevalence of misrepresentation in the data, but also help identify the most suspicious individuals for the validation purpose. Through embedding state-of-the-art machine learning techniques, we present a novel statistics procedure to efficiently estimate the proposed misrepresentation model in the presence of massive data. The proposed methodology is applied to study the Medical Expenditure Panel Survey data, and a significant degree of misrepresentation activity is found on the self-reported insurance status.</abstract>
<note type="statement of responsibility">Hong Li, Qifan Song, Jianxi Su</note>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080590567">
<topic>Empresas de seguros</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080586294">
<topic>Mercado de seguros</topic>
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<topic>Nuevas tecnologías</topic>
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<topic>Big data</topic>
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<url displayLabel="MÁS INFORMACIÓN" usage="primary display">mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%0A%0A%5Banote%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%5D%0A%0AGracias</url>
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<title>The Journal of risk and insurance</title>
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<publisher>Nueva York : The American Risk and Insurance Association, 1964-</publisher>
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<identifier type="issn">0022-4367</identifier>
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<text>01/09/2021 Volumen 88 Número 3 - septiembre 2021 , p. 625-663</text>
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