| Publication | Date of Publication | Type |
|---|
Reducing the dimensionality and granularity in hierarchical categorical variables Advances in Data Analysis and Classification. ADAC | 2026-01-26 | Paper |
Neural Networks for Insurance Pricing with Frequency and Severity Data: A Benchmark Study from Data Preprocessing to Technical Tariff North American Actuarial Journal | 2025-10-14 | Paper |
An engine to simulate insurance fraud network data European Actuarial Journal | 2025-05-14 | Paper |
Quantifying longevity gaps using micro-level lifetime data Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-31 | Paper |
Unravelling the predictive power of telematics data in car insurance pricing Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-20 | Paper |
Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio Scandinavian Actuarial Journal | 2023-09-11 | Paper |
Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims ASTIN Bulletin | 2023-07-13 | Paper |
Data-driven preventive maintenance for a heterogeneous machine portfolio Operations Research Letters | 2023-06-28 | Paper |
Copula-based inference for bivariate survival data with left truncation and dependent censoring Insurance Mathematics & Economics | 2023-02-01 | Paper |
Empirical risk assessment of maintenance costs under full-service contracts European Journal of Operational Research | 2022-09-29 | Paper |
Modeling the occurrence of events subject to a reporting delay via an EM algorithm Statistical Science | 2022-08-10 | Paper |
Modeling the occurrence of events subject to a reporting delay via an EM algorithm Statistical Science | 2022-08-10 | Paper |
The added value of dynamically updating motor insurance prices with telematics collected driving behavior data Insurance Mathematics & Economics | 2022-07-15 | Paper |
A hierarchical reserving model for reported non-life insurance claims Insurance Mathematics & Economics | 2022-05-12 | Paper |
Lognormal mixed models for reported claims reserves North American Actuarial Journal | 2021-12-22 | Paper |
Boosting insights in insurance tariff plans with tree-based machine learning methods North American Actuarial Journal | 2021-11-15 | Paper |
Boosting insights in insurance tariff plans with tree-based machine learning methods North American Actuarial Journal | 2021-11-15 | Paper |
Pricing service maintenance contracts using predictive analytics European Journal of Operational Research | 2021-06-03 | Paper |
Pricing service maintenance contracts using predictive analytics European Journal of Operational Research | 2021-06-03 | Paper |
Sparse regression with multi-type regularized feature modeling Insurance Mathematics & Economics | 2021-03-17 | Paper |
Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation North American Actuarial Journal | 2019-05-28 | Paper |
Modeling the number of hidden events subject to observation delay European Journal of Operational Research | 2019-04-30 | Paper |
Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
A data driven binning strategy for the construction of insurance tariff classes Scandinavian Actuarial Journal | 2018-12-14 | Paper |
The impact of multiple structural changes on mortality predictions Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Micro-level stochastic loss reserving for general insurance Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm ASTIN Bulletin | 2018-06-04 | Paper |
A Bayesian joint model for population and portfolio-specific mortality ASTIN Bulletin | 2018-06-04 | Paper |
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation ASTIN Bulletin | 2018-06-04 | Paper |
Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard European Actuarial Journal | 2018-01-12 | Paper |
Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions Insurance Mathematics & Economics | 2017-11-23 | Paper |
Multivariate mixtures of Erlangs for density estimation under censoring Lifetime Data Analysis | 2017-08-16 | Paper |
Bayesian Poisson log-bilinear models for mortality projections with multiple populations European Actuarial Journal | 2016-01-15 | Paper |
Individual loss reserving using paid-incurred data Insurance Mathematics & Economics | 2015-01-28 | Paper |
Individual loss reserving with the multivariate skew normal framework ASTIN Bulletin | 2014-02-27 | Paper |
Actuarial statistics with generalized linear mixed models Insurance Mathematics & Economics | 2007-02-19 | Paper |