A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010): Difference between revisions

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+A new class of models for heavy tailed distributions in finance and insurance risk
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+Micro-level stochastic loss reserving for general insurance
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+A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
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+A marked Cox model for the number of IBNR claims: theory
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+Modeling loss data using composite models
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+On modeling left-truncated loss data using mixtures of distributions
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+Modeling claims data with composite Stoppa models
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+Hierarchical Insurance Claims Modeling
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+A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
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+A class of mixture of experts models for general insurance: theoretical developments
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+Fat-Tailed Regression Modeling with Spliced Distributions
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+Extending composite loss models using a general framework of advanced computational tools
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+Fitting the Erlang mixture model to data via a GEM-CMM algorithm
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+Random-Effects Models for Longitudinal Data
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+Finite mixture models
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+Maximum likelihood estimation via the ECM algorithm: A general framework
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+Modeling loss data using mixtures of distributions
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+Composite Lognormal–Pareto model with random threshold
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+Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
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+Modeling with Weibull-Pareto Models
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+Identifiability of Finite Mixtures
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+FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
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+Machine learning in individual claims reserving
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+Q2852072
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