Similar Search Results - EconBiz

LRMoE : An R Package for Flexible Actuarial Loss Modelling Using Mixture of Experts Regression Model

Tseung, Spark C.; Badescu, Andrei; Fung, Tsz Chai; Lin, … - 2021

This paper introduces a new R package, LRMoE, a statistical software tailor-made for actuarial applications which allows actuarial researchers and practitioners to model and analyze insurance loss frequencies and severities using the Logit-weighted Reduced Mixture-of-Experts (LRMoE) model. LRMoE...

Persistent link: https://www.econbiz.de/10013251842

Improving detections of serial dynamics for longitudinal actuarial data with underwriting-controlled testing

Fung, Tsz Chai - In: Insurance : mathematics and economics 123 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015432100

Diagnostic tests before modeling longitudinal actuarial data

Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi - In: Insurance / Mathematics & economics 113 (2023), pp. 310-325

Persistent link: https://www.econbiz.de/10014466218

Testing constant serial dynamics in two-step risk inference for longitudinal actuarial data

Fung, Tsz Chai; Li, Yinhuan; Peng, Liang; Qian, Linyi - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 4, pp. 861-881

Persistent link: https://www.econbiz.de/10015189603

Introductory stochastic analysis for finance and insurance

Lin, X. Sheldon - 2006

Persistent link: https://www.econbiz.de/10013490484

An insurance risk model with stochastic volatility

Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 52-66

Persistent link: https://www.econbiz.de/10003953303

A service of the