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.

翻译：现有保险文献表明，在回归情境下对未来保险索赔进行有限样本有效预测区间的研究尚显不足。为应对这一挑战，本文提出一种新策略，将无监督独立同分布情境下的预测方法转化为回归情境下的预测方法。特别地，该方法能使精算师在回归情境下获得无限多个有限样本有效的预测区间。