Ryan Martin

North Carolina State University - Department of Statistics

Raleigh, NC 27695-8203

United States

SCHOLARLY PAPERS

12

DOWNLOADS

931

SSRN CITATIONS

27

CROSSREF CITATIONS

4

Scholarly Papers (12)

1.

A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims

Number of pages: 21 Posted: 16 Nov 2015 Last Revised: 05 Nov 2016
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 187 (185,152)
Citation 5

Abstract:

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Credibility theory; density estimation; Dirichlet process; Markov chain Monte Carlo; mixture model; posterior consistency.

2.

On Prediction of Future Insurance Claims When the Model Is Uncertain

Number of pages: 13 Posted: 12 Dec 2016 Last Revised: 22 Feb 2017
Liang Hong, Todd Kuffner and Ryan Martin
The University of Texas at Dallas, Washington University in St. Louis and North Carolina State University - Department of Statistics
Downloads 159 (212,878)
Citation 3

Abstract:

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Bootstrap; Post-Selection Inference; Predictive Distribution; Regression; Variable Selection

3.

Dirichlet Process Mixture Models for Insurance Loss Data

Number of pages: 13 Posted: 11 Apr 2017 Last Revised: 31 Oct 2017
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 108 (286,518)
Citation 4

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Danish Fire Losses Data; General Insurance; Model Misspecification; Nonparametric Bayes; Norwegian Fire Losses Data; Property and Casualty Insurance; U.S. Allocated Loss Adjustment Expenses Data

4.

A Review of Bayesian Asymptotics in General Insurance Applications

Number of pages: 26 Posted: 03 Mar 2016 Last Revised: 08 Apr 2017
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 105 (292,264)
Citation 4

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General insurance; nonparametric Bayes; posterior consistency; posterior robustness; property and casualty insurance

5.

Real-Time Bayesian Nonparametric Prediction of Solvency Risk

Number of pages: 16 Posted: 13 Jun 2017 Last Revised: 10 Dec 2017
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 81 (344,485)
Citation 3

Abstract:

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density estimation; mixture model; nonparametric Bayes; risk management; value-at-risk; conditonal tail expectation.

6.

Rethinking Probabilistic Prediction in the Wake of the 2016 U.S. Presidential Election

Number of pages: 19 Posted: 17 Apr 2017
Harry Crane and Ryan Martin
Rutgers, The State University of New Jersey - Department of Statistics and Biostatistics and North Carolina State University - Department of Statistics
Downloads 70 (374,255)
Citation 1

Abstract:

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Interpretation of Probability, Plausibility, Prediction, Statistical Modeling, Validity

7.

Model Misspecification, Bayesian Versus Credibility Estimation, and Gibbs Posteriors

Number of pages: 22 Posted: 18 Jul 2019 Last Revised: 21 Nov 2019
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 57 (415,413)
Citation 2

Abstract:

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asymptotics; Bernstein--von Mises phenomenon; exponential family; robustness; uncertainty quantification

8.

Valid Model-Free Prediction of Future Insurance Claims

Number of pages: 18 Posted: 22 Oct 2019 Last Revised: 26 Feb 2020
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 52 (433,096)
Citation 1

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Machine learning; model misspecification; predictive modeling; robustness; unsupervised learning.

9.

Discussion on Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance

North American Actuarial Journal, 2016, Forthcoming
Number of pages: 6 Posted: 15 Jan 2016
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 39 (486,035)
Citation 4

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10.

Gibbs Posterior Inference on Value-at-Risk

Number of pages: 13 Posted: 20 Sep 2018
Nicholas Syring, Liang Hong and Ryan Martin
Department of Mathematics, The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 29 (535,529)
Citation 3

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11.

Discussion on 'q-Credibility' by Olivier Le Courtois

Number of pages: 6 Posted: 16 Dec 2018 Last Revised: 28 Mar 2019
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 24 (565,631)
Citation 1

Abstract:

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credibility, Bayesian, nonparametric statistics

12.

Imprecise Credibility Theory

Number of pages: 19 Posted: 20 Nov 2020
Liang Hong and Ryan Martin
The University of Texas at Dallas and North Carolina State University - Department of Statistics
Downloads 20 (591,467)

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Imprecise probability; credibility estimator; model misspecification; prior uncertainty; robustness