Latest

• Modeling the occurrence of events subject to a reporting delay via an EM algorithm
• Sparse Regression with Multi-type Regularized Feature Modeling
• Boosting insights in insurance tariff plans with tree-based machine learning methods
• Modeling the number of hidden events subject to observation delay
• Unraveling the predictive power of telematics data in car insurance pricing
• A data driven binning strategy for the construction of insurance tariff classes
• Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions
• Data analytics for insurance loss modelling, telematics pricing and claims reserving.
• Multivariate mixtures of Erlangs for density estimation under censoring.
• Fitting Mixtures of Erlangs to Censored and Truncated Data Using the EM Algorithm
• Loss modeling using mixtures of Erlangs
• Telematics insurance: the safer you drive, the less you pay