A new strategy for finite-sample valid prediction of future insurance claims in the regression setting

Liang Hong

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arXiv · 2601.21153

A new strategy for finite-sample valid prediction of future insurance claims in the regression setting

Liang Hong

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Abstract

The extant insurance literature demonstrates a paucity of finite-sample valid prediction intervals of future insurance claims in the regression setting. To address this challenge, this article proposes a new strategy that converts a predictive method in the unsupervised iid (independent identically distributed) setting to a predictive method in the regression setting. In particular, it enables an actuary to obtain infinitely many finite-sample valid prediction intervals in the regression setting.

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Liang Hong. 2026-01-29. A new strategy for finite-sample valid prediction of future insurance claims in the regression setting. https://arxiv.org/abs/2601.21153

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