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04/30/2023
Diagnostic Tests Before Modeling Longitudinal Actuarial Data
In non-life insurance, it is essential to understand the serial dynamics...
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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...
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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, ...
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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...
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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...
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03/12/2021