The logit-weighted reduced mixture of experts model (LRMoE) is a flexible yet analytically tractable non-linear regression model. While it has shown usefulness in modeling insurance loss frequencies and severities, model calibration becomes challenging when censored and truncated data are...

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...

In this article, we propose a multivariate Pascal mixture regression model as an alternative to understand the association between multivariate count response variables and their covariates. When compared to the copula approach, this proposed class of regression models is not only less complex...