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03/10/2023
Analyzing covariate clustering effects in healthcare cost subgroups: insights and applications for prediction
Healthcare cost prediction is a challenging task due to the high-dimensi...
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01/08/2023
Dynamic online prediction model and its application to automobile claim frequency data
Prediction modelling of claim frequency is an important task for pricing...
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03/22/2022
A new class of composite GBII regression models with varying threshold for modelling heavy-tailed data
The four-parameter generalized beta distribution of the second kind (GBI...
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08/12/2021
A new class of copula regression models for modelling multivariate heavy-tailed data
A new class of copulas, termed the MGL copula class, is introduced. The ...
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02/05/2020
Risk Loadings in Classification Ratemaking
The risk premium of a policy is the sum of the pure premium and the risk...
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12/19/2019