This paper focuses on the estimation and application aspects of the Erlang Count Logit-weighted Reduced Mixture of Experts model (EC-LRMoE), which is a fully flexible multivariate insurance claim frequency regression model proposed in Fung et al. (2018a). We first prove the identifiability...

In the Property and Casualty (P&C) ratemaking process, it is critical to understand the effect of policyholders' risk profile to the number and amount of claims, the dependence among various business lines and the claim distributions. To include all the above features, it is essential to develop...