A New Class of Severity Regression Models with an Application to IBNR Prediction
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Cites work
- A class of mixture of experts models for general insurance: application to correlated claim frequencies
- A class of mixture of experts models for general insurance: theoretical developments
- A marked Cox model for the number of IBNR claims: estimation and application
- A marked Cox model for the number of IBNR claims: theory
- A new class of models for heavy tailed distributions in finance and insurance risk
- Composite lognormal-Pareto model with random threshold
- Extending composite loss models using a general framework of advanced computational tools
- Fat-tailed regression modeling with spliced distributions
- Finite mixture models
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- Fitting the Erlang mixture model to data via a GEM-CMM algorithm
- Hierarchical insurance claims modeling
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3251902 (Why is no real title available?)
- Identifiability of Finite Mixtures
- Loss models. From data to decisions
- Machine learning in individual claims reserving
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Micro-level stochastic loss reserving for general insurance
- Modeling claims data with composite Stoppa models
- Modeling loss data using composite models
- Modeling loss data using mixtures of distributions
- Modeling with Weibull-Pareto models
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- On modeling left-truncated loss data using mixtures of distributions
- Random-Effects Models for Longitudinal Data
- Stochastic claims reserving methods in insurance
Cited in
(18)- On the mixtures of length-biased Weibull distributions for loss severity modeling
- Severity modeling of extreme insurance claims for tariffication
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Deep quantile and deep composite triplet regression
- Fat-tailed regression modeling with spliced distributions
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
- The impacts of individual information on loss reserving
- Phase-type distributions for claim severity regression modeling
- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
- Mixture Composite Regression Models with Multi-type Feature Selection
- Robust claim frequency modeling through phase-type mixture-of-experts regression
- Soft splicing model: bridging the gap between composite model and finite mixture model
- Phase-type mixture-of-experts regression for loss severities
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
- Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance with incomplete data
- Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays
- Claim reserving via inverse probability weighting: a micro-level chain-ladder method
- Predicting automobile claims bodily injury severity with sequential ordered logit models
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