Conformal prediction of future insurance claims in the regression problem

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<dc:creator>Hong, Liang</dc:creator>
<dc:creator>Springer</dc:creator>
<dc:date>2026-04-13</dc:date>
<dc:description xml:lang="es">Sumario: The article presents a prediction method based on conformal prediction to estimate future insurance claims in regression settings. The proposed approach is fully model-free and tuning-parameter-free, ensuring finite-sample validity. It analyzes the limitations of traditional parametric and non-parametric approaches, such as model misspecification and the selection effect. Through simulation studies and a real case involving personal injury insurance claims, the effectiveness of the method is demonstrated, particularly in meeting Solvency II capital requirements. The approach is especially relevant for risk management and regulatory capital estimation in insurance companies</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/190482.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Predicciones</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Solvencia II</dc:subject>
<dc:subject xml:lang="es">Seguros no vida</dc:subject>
<dc:subject xml:lang="es">Riesgo financiero</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Conformal prediction of future insurance claims in the regression problem</dc:title>
<dc:relation xml:lang="es">En: European Actuarial Journal. - Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022. - 13/04/2026 Número 16 issue 1 - abril 2026 , 17 p.</dc:relation>
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