A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES

DOI10.1017/asb.2019.25zbMath1427.91227WikidataQ127297644 ScholiaQ127297644MaRDI QIDQ4972120

Andrei L. Badescu, T. C. Fung, X. Sheldon Lin

Publication date: 22 November 2019

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2019.25

zbMATH Keywords

mixture of experts models; Erlang count models; expectation conditional maximization algorithm; logit-weighted gating functions; multivariate count regression

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G05: Actuarial mathematics

Related Items

Two-step risk analysis in insurance ratemaking, JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE, 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, A class of mixture of experts models for general insurance: theoretical developments, Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models, Gamma mixture density networks and their application to modelling insurance claim amounts, The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking

Uses Software

• EMpht

Cites Work

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