Publications

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Sparse Regression with Multi-type Regularized Feature Modeling

We develop the SMuRF algorithm that accurately and effectively solves the general problem of convex optimization with a differentiable …

Boosting insights in insurance tariff plans with tree-based machine learning methods

We adapt tree-based machine learning methods to the problem of insurance pricing, thereby leaving the comfort zone of both traditional …

Modeling the occurrence of events subject to a reporting delay via an EM algorithm

We present a flexible regression framework to jointly estimate the occurrence and reporting of events from data at daily level.

Modeling the number of hidden events subject to observation delay

We propose a new method to model the number of events that occurred in the past, but which are not yet registered due to an observation …

Unraveling the predictive power of telematics data in car insurance pricing

A data set from a Belgian telematics product aimed at young drivers is used to identify how car insurance premiums can be designed …

A data driven binning strategy for the construction of insurance tariff classes

A fully data driven strategy to incorporate continuous risk factors and geographical information in an insurance tariff.

Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions

We develop a general procedure to fit a splicing model to censored and/or truncated data. We propose to combine the flexibility of the …

Multivariate mixtures of Erlangs for density estimation under censoring.

We present a flexible and effective fitting procedure for multivariate mixtures of Erlangs, that is able to deal with randomly censored …

Fitting Mixtures of Erlangs to Censored and Truncated Data Using the EM Algorithm

We present a calibration procedure for fitting mixtures of Erlangs to censored and truncated data by iteratively using the EM …

Loss modeling using mixtures of Erlangs

We demonstrate our implemented fitting procedure and graphical tools built in R for univariate and multivariate mixtures of Erlangs in …

Telematics insurance: the safer you drive, the less you pay

Telematics technology - the integrated use of telecommunication and informatics - may fundamentally change the car insurance industry …