A class of mixture of experts models for general insurance: theoretical developments
DOI10.1016/J.INSMATHECO.2019.09.007zbMATH Open1427.91228OpenAlexW2977986876MaRDI QIDQ2010898FDOQ2010898
X. Sheldon Lin, Andrei 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
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Cites Work
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- Multivariate negative binomial models for insurance claim counts
- Bayesian multivariate Poisson models for insurance ratemaking
- A priori ratemaking using bivariate Poisson regression models
- Regression Tree Credibility Model
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- Predictive analytics of insurance claims using multivariate decision trees
- A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
- Multivariate Cox Hidden Markov models with an application to operational risk
Cited In (16)
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Phase-type mixture-of-experts regression for loss severities
- Leveraging Weather Dynamics in Insurance Claims Triage Using Deep Learning
- Delta Boosting Machine with Application to General Insurance
- Fitting multivariate Erlang mixtures to data: a roughness penalty approach
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
- Bivariate Mixed Poisson Regression Models with Varying Dispersion
- Gamma mixture density networks and their application to modelling insurance claim amounts
- Robust claim frequency modeling through phase-type mixture-of-experts regression
- Frequency-severity experience rating based on latent Markovian risk profiles
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
- A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
- Two-step risk analysis in insurance ratemaking
- Soft splicing model: bridging the gap between composite model and finite mixture model
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