Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10014316657
This paper addresses the problem of modeling loss frequency using regression when the counts have a non-standard distribution. We propose a novel approach based on mixture-of-experts specifications on discrete-phase type distributions. Compared to continuous phase-type counterparts, our approach...
Persistent link: https://www.econbiz.de/10014264287