Improving risk classification and ratemaking using mixture-of-experts models with random effects
Spark C. Tseung, Ian Weng Chan, Tsz Chai Fung, Andrei L. Badescu, X. Sheldon Lin
| Year of publication: |
2023
|
|---|---|
| Authors: | Tseung, Spark C. ; Chan, Ian Weng ; Fung, Tsz Chai ; Badescu, Andrei L. ; Lin, X. Sheldon |
| Published in: |
The journal of risk & insurance. - Malvern, Pa. : American Risk and Insurance Ass., ISSN 1539-6975, ZDB-ID 2066637-8. - Vol. 90.2023, 3, p. 789-820
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| Subject: | mixture-of-experts | random effects | ratemaking | risk classification | variational inference | Risikomodell | Risk model | Theorie | Theory | Klassifikation | Classification | Mehrebenenanalyse | Multi-level analysis | Clusteranalyse | Cluster analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jori.12436 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014364572