research
∙
04/30/2023
Diagnostic Tests Before Modeling Longitudinal Actuarial Data
In non-life insurance, it is essential to understand the serial dynamics...
share
research
∙
09/30/2022
A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model
A well-designed framework for risk classification and ratemaking in auto...
research
∙
09/30/2022
Mixture of experts models for multilevel data: modelling framework and approximation theory
Multilevel data are prevalent in many real-world applications. However, ...
research
∙
04/22/2022
Robust estimation and model diagnostic of insurance loss data: a weighted likelihood approach
This paper presents a score-based weighted likelihood estimator (SWLE) f...
research
∙
08/03/2021
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
In this article, we present the maximum weighted likelihood estimator (M...
research
∙
03/12/2021
