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Improving risk classification and ratemaking using mixture‐of‐experts models with random effects.
- Published in:
- Journal of Risk & Insurance, 2023, v. 90, n. 3, p. 789, doi. 10.1111/jori.12436
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- Article
LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model.
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- Annals of Actuarial Science, 2021, v. 15, n. 2, p. 419, doi. 10.1017/S1748499521000087
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- Article
EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS.
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- Astin Bulletin, 2020, v. 50, n. 3, p. 913, doi. 10.1017/asb.2020.26
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- Article
A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES.
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- Astin Bulletin, 2019, v. 49, n. 3, p. 647, doi. 10.1017/asb.2019.25
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- Article
A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION.
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- Astin Bulletin, 2019, v. 49, n. 3, p. 709, doi. 10.1017/asb.2019.15
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- Article
EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION.
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- Astin Bulletin, 2016, v. 46, n. 3, p. 779, doi. 10.1017/asb.2016.14
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- Article
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH.
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- Astin Bulletin, 2014, v. 44, n. 1, p. 103, doi. 10.1017/asb.2013.28
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- Article
ARE FLEXIBLE PREMIUM VARIABLE ANNUITIES UNDER-PRICED?
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- Astin Bulletin, 2012, v. 42, n. 2, p. 559, doi. 10.2143/AST.42.2.2182808
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- Article
Risk modelling with the mixed Erlang distribution.
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- Applied Stochastic Models in Business & Industry, 2011, v. 27, n. 1, p. 8, doi. 10.1002/asmb.838
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- Article
A NOTE ON THE DIVIDENDS-PENALTY IDENTITY AND THE OPTIMAL DIVIDEND BARRIER.
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- Astin Bulletin, 2006, v. 36, n. 2, p. 489, doi. 10.2143/AST.36.2.2017931
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- Article