| Publication | Date of Publication | Type |
|---|
Comparison of predictors' performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams
European Actuarial Journal | 2025-10-22 | Paper |
Simpson's paradox for Kendall's rank coefficient
Methodology and Computing in Applied Probability | 2025-04-28 | Paper |
Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events
North American Actuarial Journal | 2025-04-07 | Paper |
Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments
Insurance Mathematics & Economics | 2024-09-18 | Paper |
Testing for auto-calibration with Lorenz and concentration curves
Insurance Mathematics & Economics | 2024-07-17 | Paper |
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking
Scandinavian Actuarial Journal | 2024-05-30 | Paper |
Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration
European Actuarial Journal | 2024-02-21 | Paper |
From Pareto to Weibull – A Constructive Review of Distributions on <i>ℝ</i><sup>+</sup>
International Statistical Review | 2023-12-15 | Paper |
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
Scandinavian Actuarial Journal | 2023-01-02 | Paper |
Bounds on Spearman's rho when at least one random variable is discrete
European Actuarial Journal | 2022-07-27 | Paper |
Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance
European Actuarial Journal | 2022-07-27 | Paper |
Some expressions of a generalized version of the expected time in the red and the expected area in red
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
ASTIN Bulletin | 2022-04-04 | Paper |
Impact of underwriting cycles on the solvency of an insurance company
North American Actuarial Journal | 2022-02-11 | Paper |
Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
Dependence Modeling | 2022-01-03 | Paper |
Generalization error for Tweedie models: decomposition and error reduction with bagging
European Actuarial Journal | 2021-12-17 | Paper |
Testing for more positive expectation dependence with application to model comparison
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Optimal prevention of large risks with two types of claims
Scandinavian Actuarial Journal | 2021-07-21 | Paper |
Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model
Scandinavian Actuarial Journal | 2021-07-21 | Paper |
Effective Statistical Learning Methods for Actuaries II
Springer Actuarial | 2020-12-03 | Paper |
Ruin-based risk measures in discrete-time risk models
Insurance Mathematics & Economics | 2020-08-03 | Paper |
Optimal prevention strategies in the classical risk model
Insurance Mathematics & Economics | 2020-03-20 | Paper |
Multivariate modelling of multiple guarantees in motor insurance of a household
European Actuarial Journal | 2020-03-06 | Paper |
Bounds on concordance-based validation statistics in regression models for binary responses
Methodology and Computing in Applied Probability | 2019-12-19 | Paper |
Model selection based on Lorenz and concentration curves, Gini indices and convex order
Insurance Mathematics & Economics | 2019-11-28 | Paper |
Concordance-based predictive measures in regression models for discrete responses
Scandinavian Actuarial Journal | 2019-11-06 | Paper |
Effective statistical learning methods for actuaries I. GLMs and extensions
Springer Actuarial | 2019-09-11 | Paper |
Effective statistical learning methods for actuaries III. Neural networks and extensions
Springer Actuarial | 2019-08-13 | Paper |
Sarmanov family of bivariate distributions for multivariate loss reserving analysis
North American Actuarial Journal | 2019-05-28 | Paper |
Beyond the Tweedie reserving model: the collective approach to loss development
North American Actuarial Journal | 2019-05-28 | Paper |
A dynamic equivalence principle for systematic longevity risk management
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Multivariate modelling of household claim frequencies in motor third-party liability insurance
ASTIN Bulletin | 2018-10-19 | Paper |
On a risk measure inspired from the ruin probability and the expected deficit at ruin
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Collective loss reserving with two types of claims in motor third party liability insurance
Journal of Computational and Applied Mathematics | 2018-04-16 | Paper |
Updating mechanism for lifelong insurance contracts subject to medical inflation
European Actuarial Journal | 2018-04-03 | Paper |
Some comparison results for finite-time ruin probabilities in the classical risk model
Insurance Mathematics & Economics | 2017-11-23 | Paper |
From regulatory life tables to stochastic mortality projections: the exponential decline model
Insurance Mathematics & Economics | 2016-12-14 | Paper |
| An Interpolating Family of Size Distributions | 2016-06-14 | Paper |
Model points and tail-VaR in life insurance
Insurance Mathematics & Economics | 2015-09-14 | Paper |
A note on compound renewal risk models with dependence
Journal of Computational and Applied Mathematics | 2015-05-22 | Paper |
Properties of a risk measure derived from the expected area in red
Insurance Mathematics & Economics | 2014-09-22 | Paper |
Ruin problems under IBNR dynamics
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
