Blar i Discussion papers (FOR) på forfatter "Shi, Yue"
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Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, Antonello (Discussion paper;17/23, Working paper, 2023-11-06)We analyze the temporal structure of a novel insurance dataset about home insurance claims related to rainfall-induced damage in Norway, and employ a hidden semi-Markov model to capture the non-Gaussian nature and temporal ... -
Insurance in a Changing Climate: A Retrospective Study of Water-Related Claims and Pricing Strategies in Norway
Shi, Yue; Berentsen, Geir Drage; Otneim, Håkon (Discussion paper;3/25, Working paper, 2025-01-31)Climate change has posed significant challenges to socioeconomic systems across the world, with the insurance industry at the forefront of facing climate risks. Recognizing the growing importance of climate risk management ...