A class of mixture of experts models for general insurance: theoretical developments
From MaRDI portal
Publication:2010898
DOI10.1016/j.insmatheco.2019.09.007zbMath1427.91228OpenAlexW2977986876MaRDI QIDQ2010898
X. Sheldon Lin, Andrei L. Badescu, T. C. Fung
Publication date: 28 November 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.09.007
neural networkclaim frequency and severity modelingdenseness theorymixture of experts modelsmultivariate regression analysis
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Actuarial mathematics (91G05)
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Uses Software
Cites Work
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