Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models

DOI10.1080/10920277.2021.2013896OpenAlexW4220949333MaRDI QIDQ5877347FDOQ5877347

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

Publication date: 10 February 2023

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2021.2013896

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• On modeling left-truncated loss data using mixtures of distributions
• Finite mixture models
• Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
• Modeling loss data using mixtures of distributions
• FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
• Micro-level stochastic loss reserving for general insurance
• Hierarchical Insurance Claims Modeling
• EM algorithms for multivariate Gaussian mixture models with truncated and censored data
• Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data
• A marked Cox model for the number of IBNR claims: theory
• Mixture of linear experts model for censored data: a novel approach with scale-mixture of normal distributions
• A dependent frequency-severity approach to modeling longitudinal insurance claims
• A new semi-parametric mixture model for interval censored data, with applications in the field of antimicrobial resistance
• Fitting the Erlang mixture model to data via a GEM-CMM algorithm
• Multivariate mixtures of Erlangs for density estimation under censoring
• Modeling the number of hidden events subject to observation delay
• A class of mixture of experts models for general insurance: theoretical developments
• A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
• A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
• THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING
• General Insurance Deductible Ratemaking
• A New Class of Severity Regression Models with an Application to IBNR Prediction

Cited In (4)

• A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
• Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
• Mixture Composite Regression Models with Multi-type Feature Selection
• Soft splicing model: bridging the gap between composite model and finite mixture model

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